Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3825	5.85
$α$	0.1186	7.22
$β$	0.7966	32.97
$γ_{1}$	-0.0429	-1.00
$γ_{2}$	0.1654	2.44
$γ_{3}$	-0.2730	-4.67
$γ_{4}$	0.2461	4.73
$γ_{5}$	-0.1466	-2.77
$γ_{6}$	0.0889	1.20
$γ_{7}$	-0.0519	-0.43
$γ_{8}$	-0.0225	-0.13
$γ_{9}$	0.1164	0.77
$γ_{10}$	-0.1468	-1.28

V-Lab

Iwatani Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:41.50% (+10.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Iwatani Corp Analyses