Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1587	5.78
$α$	0.1333	7.05
$β$	0.7462	25.14
$γ_{1}$	-0.1254	-2.65
$γ_{2}$	0.2717	4.09
$γ_{3}$	-0.2823	-6.98
$γ_{4}$	0.2086	5.63
$γ_{5}$	-0.0905	-2.65
$γ_{6}$	0.0034	0.10
$γ_{7}$	0.0494	1.10
$γ_{8}$	-0.0507	-0.83
$γ_{9}$	0.0014	0.02
$γ_{10}$	0.0283	0.70

V-Lab

Nagase & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:31.56% (+2.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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