Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2099	7.75
$α$	0.1169	8.19
$β$	0.7932	35.74
$γ_{1}$	-0.0029	-0.09
$γ_{2}$	0.0777	1.59
$γ_{3}$	-0.1778	-6.06
$γ_{4}$	0.1783	6.48
$γ_{5}$	-0.1095	-3.29
$γ_{6}$	0.0510	1.36
$γ_{7}$	-0.0278	-0.67
$γ_{8}$	-0.0014	-0.03
$γ_{9}$	0.0275	0.93

V-Lab

Shimadzu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.87% (-1.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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