Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3042	3.73
$α$	0.1340	8.53
$β$	0.7245	26.31
$γ_{1}$	0.0450	0.98
$γ_{2}$	-0.1103	-1.84
$γ_{3}$	0.1103	3.31
$γ_{4}$	-0.0246	-0.68
$γ_{5}$	-0.0547	-1.33
$γ_{6}$	0.0516	1.30
$γ_{7}$	-0.0453	-1.39
$γ_{8}$	0.0498	2.15

V-Lab

Wakita & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:19.89% (-1.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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