Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7449	7.68
$α$	0.1621	7.34
$β$	0.6471	15.44
$γ_{1}$	0.1848	6.90
$γ_{2}$	-0.3168	-7.67
$γ_{3}$	0.2095	6.88
$γ_{4}$	-0.1169	-3.96
$γ_{5}$	0.0475	1.53
$γ_{6}$	0.0142	0.46
$γ_{7}$	-0.0347	-1.75

V-Lab

Mitani Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:43.34% (+1.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mitani Corp Analyses