Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4221	3.91
$α$	0.1121	6.31
$β$	0.7661	24.70
$γ_{1}$	0.1237	1.90
$γ_{2}$	-0.2291	-2.65
$γ_{3}$	0.1930	4.38
$γ_{4}$	-0.1650	-4.02
$γ_{5}$	0.1262	3.24
$γ_{6}$	-0.0446	-1.00
$γ_{7}$	-0.0270	-0.53
$γ_{8}$	0.0214	0.44
$γ_{9}$	0.0154	0.43

V-Lab

Komeri Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.13% (-1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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