Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8059	3.45
$α$	0.1766	6.40
$β$	0.7128	17.04
$γ_{1}$	0.0450	0.25
$γ_{2}$	-0.0268	-0.10
$γ_{3}$	-0.0726	-0.45
$γ_{4}$	0.1445	0.95
$γ_{5}$	-0.1769	-1.04
$γ_{6}$	0.1432	0.72
$γ_{7}$	0.0079	0.03
$γ_{8}$	-0.2347	-0.92
$γ_{9}$	0.3851	2.37
$γ_{10}$	-0.3261	-3.32

V-Lab

Yagi & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:89.50% (-8.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yagi & Co Ltd Analyses