Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2801	6.96
$α$	0.1334	5.21
$β$	0.5344	7.94
$γ_{1}$	-0.0242	-0.34
$γ_{2}$	0.1117	1.06
$γ_{3}$	-0.2380	-3.16
$γ_{4}$	0.2915	3.51
$γ_{5}$	-0.2290	-2.08
$γ_{6}$	0.1610	1.54
$γ_{7}$	-0.1328	-1.53
$γ_{8}$	0.1029	1.22
$γ_{9}$	-0.0608	-1.20

V-Lab

Nakanishi Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:27.89% (-0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nakanishi Inc Analyses