Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0583	3.52
$α$	0.0595	5.83
$β$	0.9137	59.55
$γ_{1}$	-0.0445	-0.45
$γ_{2}$	-0.0183	-0.13
$γ_{3}$	0.0818	0.71
$γ_{4}$	-0.0166	-0.15
$γ_{5}$	-0.0298	-0.19
$γ_{6}$	0.0594	0.28
$γ_{7}$	0.0405	0.16
$γ_{8}$	-0.2897	-0.99
$γ_{9}$	0.5920	2.24
$γ_{10}$	-0.9526	-4.22

V-Lab

Sanyei Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:15.85% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sanyei Corp Analyses