Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3924	9.56
$α$	0.1660	8.20
$β$	0.7245	24.04
$γ_{1}$	0.0339	3.10
$γ_{2}$	-0.0553	-3.05
$γ_{3}$	0.0385	2.13
$γ_{4}$	-0.0628	-3.08
$γ_{5}$	0.1084	5.15
$γ_{6}$	-0.1262	-3.43

V-Lab

Takashima & Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.71% (+0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Takashima & Co Ltd Analyses