Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3213	8.71
$α$	0.1517	7.46
$β$	0.6744	15.15
$γ_{1}$	0.0441	1.42
$γ_{2}$	0.0000	0.00
$γ_{3}$	-0.1435	-4.67
$γ_{4}$	0.1896	7.37
$γ_{5}$	-0.1693	-6.82
$γ_{6}$	0.1584	6.15
$γ_{7}$	-0.1281	-4.61
$γ_{8}$	0.0632	2.12
$γ_{9}$	-0.0155	-0.62

V-Lab

Shimamura Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.94% (-1.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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