Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.6654	6.84
$α$	0.2880	7.43
$β$	0.5317	11.66
$γ_{1}$	0.1877	2.26
$γ_{2}$	-0.3916	-2.94
$γ_{3}$	0.4380	4.28
$γ_{4}$	-0.4086	-3.79
$γ_{5}$	0.2443	1.91
$γ_{6}$	-0.0574	-0.44
$γ_{7}$	0.0163	0.12
$γ_{8}$	-0.0095	-0.08
$γ_{9}$	-0.1016	-0.95
$γ_{10}$	0.1190	1.44

V-Lab

Takasho Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.12% (+0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Takasho Co Ltd Analyses