Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1493	7.36
$α$	0.1251	5.87
$β$	0.7014	15.48
$γ_{1}$	-0.2046	-3.84
$γ_{2}$	0.2652	3.11
$γ_{3}$	0.0365	0.49
$γ_{4}$	-0.2691	-3.44
$γ_{5}$	0.2819	3.92
$γ_{6}$	-0.1375	-2.10
$γ_{7}$	0.0863	1.52
$γ_{8}$	-0.1244	-2.40
$γ_{9}$	0.0851	2.23

V-Lab

Marubun Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:34.39% (+0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marubun Corp Analyses