Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5291	9.70
$α$	0.1470	9.77
$β$	0.7324	31.78
$γ_{1}$	0.0300	4.09
$γ_{2}$	-0.0433	-3.89
$γ_{3}$	0.0226	2.94
$γ_{4}$	-0.0154	-2.46
$γ_{5}$	0.0086	1.79

V-Lab

Bank Of Iwate Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.55% (-2.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Of Iwate Analyses