Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1886	5.13
$α$	0.0668	8.24
$β$	0.9116	84.15
$γ_{1}$	-0.0650	-1.46
$γ_{2}$	0.2090	3.15
$γ_{3}$	-0.2617	-5.01
$γ_{4}$	0.1866	3.79
$γ_{5}$	-0.1148	-2.41
$γ_{6}$	0.0287	0.65
$γ_{7}$	0.0737	1.36
$γ_{8}$	-0.0841	-1.24
$γ_{9}$	0.0294	0.59

V-Lab

Credit Saison Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:32.13% (-0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Saison Co Ltd Analyses