Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3256	5.27
$α$	0.1245	7.34
$β$	0.8091	35.40
$γ_{1}$	0.1254	4.96
$γ_{2}$	-0.2076	-5.79
$γ_{3}$	0.1441	5.63
$γ_{4}$	-0.1057	-3.57
$γ_{5}$	0.0505	1.76
$γ_{6}$	0.0105	0.50
$γ_{7}$	-0.0265	-2.08

V-Lab

Bank of Nagoya Ltd/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:50.11% (-4.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank of Nagoya Ltd/The Analyses