Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6004	6.54
$α$	0.1302	7.84
$β$	0.7790	31.04
$γ_{1}$	-0.1277	-2.11
$γ_{2}$	0.1745	1.98
$γ_{3}$	-0.0967	-1.83
$γ_{4}$	0.0758	1.47
$γ_{5}$	-0.0304	-0.56
$γ_{6}$	0.0287	0.52
$γ_{7}$	-0.1111	-1.72
$γ_{8}$	0.2049	3.47
$γ_{9}$	-0.2024	-4.26
$γ_{10}$	0.1166	3.08

V-Lab

Marusan Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:20.04% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marusan Securities Co Ltd Analyses