Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9715	1.99
$α$	0.2125	7.74
$β$	0.7329	26.99
$γ_{1}$	-0.1179	-0.79
$γ_{2}$	0.1143	0.56
$γ_{3}$	0.0194	0.22
$γ_{4}$	0.0123	0.20
$γ_{5}$	-0.0883	-1.36
$γ_{6}$	0.1590	2.03
$γ_{7}$	-0.2662	-2.43
$γ_{8}$	0.3993	2.76

V-Lab

Shigematsu Works Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.27% (+4.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shigematsu Works Co Ltd Analyses