Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6205	9.50
$α$	0.1236	6.48
$β$	0.7853	27.57
$γ_{1}$	0.0289	4.13
$γ_{2}$	-0.0420	-3.96
$γ_{3}$	0.0275	3.48
$γ_{4}$	-0.0257	-3.36
$γ_{5}$	0.0149	2.43

V-Lab

Yamanashi Chuo Bank Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:39.49% (-3.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yamanashi Chuo Bank Analyses