Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3413	8.80
$α$	0.1499	7.49
$β$	0.6790	15.56
$γ_{1}$	0.0478	1.52
$γ_{2}$	-0.0025	-0.05
$γ_{3}$	-0.1492	-4.82
$γ_{4}$	0.2005	7.74
$γ_{5}$	-0.1808	-7.26
$γ_{6}$	0.1664	6.49
$γ_{7}$	-0.1287	-4.62
$γ_{8}$	0.0511	1.56
$γ_{9}$	0.0248	0.44

V-Lab

Shimamura Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.18% (-1.26%)

Date Range:

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News Impact Curve

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