Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1784	6.09
$α$	0.1376	7.17
$β$	0.7357	24.03
$γ_{1}$	-0.1389	-3.08
$γ_{2}$	0.3002	4.72
$γ_{3}$	-0.3113	-7.94
$γ_{4}$	0.2340	6.50
$γ_{5}$	-0.1088	-3.25
$γ_{6}$	0.0136	0.41
$γ_{7}$	0.0447	1.00
$γ_{8}$	-0.0486	-0.77
$γ_{9}$	0.0001	0.00
$γ_{10}$	0.0318	0.32

V-Lab

Nagase & Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:29.57% (+0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagase & Co Ltd Analyses