Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6982	4.46
$α$	0.1415	6.06
$β$	0.7780	19.22
$γ_{1}$	-0.3175	-2.69
$γ_{2}$	0.2884	1.77
$γ_{3}$	0.0787	0.89
$γ_{4}$	0.0340	0.32
$γ_{5}$	-0.1707	-1.32
$γ_{6}$	0.1745	1.63
$γ_{7}$	-0.1406	-2.30

V-Lab

Aozora Bank Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.50% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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