Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2494	7.80
$α$	0.1331	8.23
$β$	0.7507	28.15
$γ_{1}$	0.0399	1.60
$γ_{2}$	-0.1019	-2.69
$γ_{3}$	0.1224	4.89
$γ_{4}$	-0.1249	-5.80
$γ_{5}$	0.1525	7.13
$γ_{6}$	-0.1686	-6.54
$γ_{7}$	0.1445	2.74

V-Lab

Sato Shoji Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:27.77% (-1.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sato Shoji Corp Analyses