Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.2731	4.77
$α$	0.2460	9.70
$β$	0.6403	21.00
$γ_{1}$	0.4463	2.27
$γ_{2}$	-0.7667	-2.22
$γ_{3}$	0.7391	2.67
$γ_{4}$	-0.7917	-4.23
$γ_{5}$	0.6101	4.05
$γ_{6}$	-0.3415	-1.91
$γ_{7}$	0.0010	0.01
$γ_{8}$	0.2977	1.85
$γ_{9}$	-0.2509	-2.21

V-Lab

Ifis Japan Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:19.94% (+0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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