Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4796	4.98
$α$	0.2553	5.60
$β$	0.5997	11.38
$γ_{1}$	-0.3786	-3.86
$γ_{2}$	0.4422	2.87
$γ_{3}$	-0.0660	-0.50
$γ_{4}$	0.0422	0.33
$γ_{5}$	-0.1643	-1.62
$γ_{6}$	0.2607	3.50
$γ_{7}$	-0.2316	-2.59
$γ_{8}$	0.1961	1.27
$γ_{9}$	-0.1630	-0.92
$γ_{10}$	0.0435	0.19

V-Lab

Muraki Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:40.46% (+0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Muraki Corp Analyses