Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4435	2.60
$α$	0.0853	4.38
$β$	0.8416	25.95
$γ_{1}$	-0.7973	-3.77
$γ_{2}$	1.0398	3.72
$γ_{3}$	-0.3578	-2.14
$γ_{4}$	0.2501	1.41
$γ_{5}$	-0.1907	-1.08
$γ_{6}$	0.1744	0.81
$γ_{7}$	-0.2309	-0.80
$γ_{8}$	-0.0169	-0.06
$γ_{9}$	0.3414	1.65
$γ_{10}$	-0.3887	-1.26

V-Lab

Yagami Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:22.67% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yagami Inc Analyses