Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1184	7.07
$α$	0.1234	5.98
$β$	0.7121	16.44
$γ_{1}$	-0.2150	-3.96
$γ_{2}$	0.2779	3.20
$γ_{3}$	0.0361	0.48
$γ_{4}$	-0.2746	-3.45
$γ_{5}$	0.2880	3.95
$γ_{6}$	-0.1379	-2.07
$γ_{7}$	0.0727	1.26
$γ_{8}$	-0.0809	-1.22
$γ_{9}$	-0.0381	-0.27

V-Lab

Marubun Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.60% (+0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marubun Corp Analyses