Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3140	6.33
$α$	0.1858	5.81
$β$	0.6515	11.90
$γ_{1}$	0.2148	3.25
$γ_{2}$	-0.4616	-4.06
$γ_{3}$	0.5414	5.60
$γ_{4}$	-0.5133	-4.88
$γ_{5}$	0.2878	2.34
$γ_{6}$	-0.1455	-1.19
$γ_{7}$	0.1934	1.63
$γ_{8}$	-0.1507	-1.44
$γ_{9}$	-0.0289	-0.30
$γ_{10}$	0.1169	1.63

V-Lab

J Trust Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:41.54% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other J Trust Co Ltd Analyses