Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1536	6.74
$α$	0.1697	8.15
$β$	0.7162	23.46
$γ_{1}$	-0.0228	-0.49
$γ_{2}$	0.0563	0.80
$γ_{3}$	-0.0445	-0.82
$γ_{4}$	-0.0272	-0.42
$γ_{5}$	0.0967	1.44
$γ_{6}$	-0.1189	-2.22
$γ_{7}$	0.0252	0.60
$γ_{8}$	0.1552	2.52
$γ_{9}$	-0.1923	-2.47
$γ_{10}$	0.0908	1.60

V-Lab

Takashima & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:18.98% (+0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Takashima & Co Ltd Analyses