Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4394	5.77
$α$	0.0783	9.74
$β$	0.8867	70.66
$γ_{1}$	0.0969	3.16
$γ_{2}$	-0.0984	-1.82
$γ_{3}$	-0.0683	-1.47
$γ_{4}$	0.1562	4.47
$γ_{5}$	-0.1688	-5.73
$γ_{6}$	0.1437	4.31
$γ_{7}$	-0.0739	-2.06
$γ_{8}$	0.0069	0.26

V-Lab

Canon Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:25.41% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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