Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0963	4.19
$α$	0.1605	6.32
$β$	0.6732	13.21
$γ_{1}$	-0.1153	-0.90
$γ_{2}$	0.1383	0.66
$γ_{3}$	0.1357	0.86
$γ_{4}$	-0.2606	-2.31
$γ_{5}$	0.0665	0.65
$γ_{6}$	0.0283	0.26
$γ_{7}$	0.1391	1.26
$γ_{8}$	-0.3253	-2.88
$γ_{9}$	0.4676	3.35
$γ_{10}$	-0.6564	-2.70

V-Lab

Tanaka Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:19.23% (-0.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tanaka Co Ltd Analyses