Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5311	5.48
$α$	0.2074	7.33
$β$	0.6832	22.79
$γ_{1}$	-0.6187	-8.52
$γ_{2}$	1.0011	7.66
$γ_{3}$	-0.6214	-3.31
$γ_{4}$	0.4026	1.79
$γ_{5}$	-0.2807	-1.62
$γ_{6}$	0.0888	0.83
$γ_{7}$	0.1726	1.95
$γ_{8}$	-0.2674	-3.05
$γ_{9}$	0.1520	1.50
$γ_{10}$	0.0755	0.41

V-Lab

Tohoku Bank Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:28.53% (+0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tohoku Bank Ltd Analyses