Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4321	2.56
$α$	0.1381	6.33
$β$	0.7406	21.09
$γ_{1}$	0.0125	0.14
$γ_{2}$	-0.0706	-0.60
$γ_{3}$	0.1354	2.80
$γ_{4}$	-0.1390	-2.36
$γ_{5}$	0.1003	1.91
$γ_{6}$	-0.0101	-0.26
$γ_{7}$	-0.0854	-2.12
$γ_{8}$	0.0018	0.03

V-Lab

Shimojima Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:18.59% (+5.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shimojima Co Ltd Analyses