Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.3166	4.84
$α$	0.2453	9.69
$β$	0.6408	21.01
$γ_{1}$	0.4626	2.37
$γ_{2}$	-0.7934	-2.31
$γ_{3}$	0.7596	2.74
$γ_{4}$	-0.8123	-4.32
$γ_{5}$	0.6304	4.17
$γ_{6}$	-0.3595	-1.99
$γ_{7}$	0.0190	0.10
$γ_{8}$	0.2717	1.37
$γ_{9}$	-0.1950	-0.66

V-Lab

Ifis Japan Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:27.97% (+7.59%)

Date Range:

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News Impact Curve

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