Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3581	5.37
$α$	0.1247	7.32
$β$	0.8091	35.31
$γ_{1}$	0.1305	5.19
$γ_{2}$	-0.2159	-6.04
$γ_{3}$	0.1498	5.86
$γ_{4}$	-0.1101	-3.72
$γ_{5}$	0.0537	1.85
$γ_{6}$	0.0079	0.34
$γ_{7}$	-0.0225	-0.75

V-Lab

Bank of Nagoya Ltd/The Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:50.29% (-4.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank of Nagoya Ltd/The Analyses