Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5003	5.74
$α$	0.1744	8.20
$β$	0.7088	19.46
$γ_{1}$	0.1879	2.72
$γ_{2}$	-0.3825	-3.64
$γ_{3}$	0.2908	3.18
$γ_{4}$	-0.1113	-1.00
$γ_{5}$	-0.0217	-0.22
$γ_{6}$	0.1479	1.60
$γ_{7}$	-0.2100	-1.43
$γ_{8}$	0.1684	1.12
$γ_{9}$	-0.0962	-0.93
$γ_{10}$	0.0226	0.34

V-Lab

Takara & Company Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:30.84% (-2.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Takara & Company Ltd Analyses