Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3873	6.46
$α$	0.1856	5.81
$β$	0.6580	12.05
$γ_{1}$	0.2551	3.85
$γ_{2}$	-0.5267	-4.64
$γ_{3}$	0.5867	6.08
$γ_{4}$	-0.5520	-5.28
$γ_{5}$	0.3222	2.62
$γ_{6}$	-0.1748	-1.42
$γ_{7}$	0.2190	1.83
$γ_{8}$	-0.1809	-1.71
$γ_{9}$	0.0239	0.23
$γ_{10}$	-0.0276	-0.22

V-Lab

J Trust Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.86% (+1.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other J Trust Co Ltd Analyses