Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4363	5.77
$α$	0.0780	9.73
$β$	0.8869	70.83
$γ_{1}$	0.0967	3.15
$γ_{2}$	-0.0980	-1.82
$γ_{3}$	-0.0685	-1.47
$γ_{4}$	0.1563	4.48
$γ_{5}$	-0.1689	-5.74
$γ_{6}$	0.1439	4.32
$γ_{7}$	-0.0744	-2.08
$γ_{8}$	0.0076	0.28

V-Lab

Canon Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.50% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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