Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5688	4.95
$α$	0.1248	5.20
$β$	0.7823	20.03
$γ_{1}$	0.1118	1.03
$γ_{2}$	-0.2198	-1.38
$γ_{3}$	0.1446	1.11
$γ_{4}$	-0.0905	-0.58
$γ_{5}$	0.1450	0.90
$γ_{6}$	-0.1805	-1.10
$γ_{7}$	0.1373	0.93
$γ_{8}$	0.0148	0.09
$γ_{9}$	-0.1646	-0.72
$γ_{10}$	0.1578	0.91

V-Lab

Tomita Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:27.96% (+1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tomita Co Ltd Analyses