Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.5346	2.84
$α$	0.4385	10.01
$β$	0.5543	13.25
$γ_{1}$	-0.0769	-0.25
$γ_{2}$	0.0300	0.07
$γ_{3}$	0.3785	1.49
$γ_{4}$	-0.8225	-3.37
$γ_{5}$	0.7374	3.16
$γ_{6}$	-0.2826	-1.22
$γ_{7}$	0.0478	0.21
$γ_{8}$	-0.0407	-0.24
$γ_{9}$	0.1832	1.59
$γ_{10}$	-0.2694	-2.63

V-Lab

Shinkin Central Bank Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.02% (-4.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shinkin Central Bank Analyses