Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.7079	5.81
$α$	0.3900	7.20
$β$	0.4642	9.44
$γ_{1}$	0.0560	0.61
$γ_{2}$	0.0481	0.30
$γ_{3}$	-0.1237	-0.87
$γ_{4}$	-0.1265	-0.85
$γ_{5}$	0.2938	1.91
$γ_{6}$	-0.2355	-1.68
$γ_{7}$	0.3217	3.04
$γ_{8}$	-0.4429	-2.96
$γ_{9}$	0.3203	1.11
$γ_{10}$	-0.5826	-1.26

V-Lab

Kannanmaru Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:7.43% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kannanmaru Corp Analyses