Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1022	4.92
$α$	0.0669	8.22
$β$	0.9116	83.84
$γ_{1}$	-0.0890	-1.98
$γ_{2}$	0.2466	3.71
$γ_{3}$	-0.2864	-5.53
$γ_{4}$	0.2067	4.24
$γ_{5}$	-0.1296	-2.75
$γ_{6}$	0.0352	0.82
$γ_{7}$	0.0778	1.58
$γ_{8}$	-0.0993	-1.67
$γ_{9}$	0.0625	0.75

V-Lab

Credit Saison Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.04% (+0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Saison Co Ltd Analyses