Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0998	4.89
$α$	0.1200	7.54
$β$	0.7883	30.43
$γ_{1}$	0.1515	1.25
$γ_{2}$	-0.3532	-1.58
$γ_{3}$	0.3535	1.53
$γ_{4}$	-0.2658	-1.26
$γ_{5}$	0.1600	1.07
$γ_{6}$	0.0788	0.72
$γ_{7}$	-0.3860	-3.67
$γ_{8}$	0.6884	4.41
$γ_{9}$	-1.2586	-2.78

V-Lab

Kyokuto Securities Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:17.62% (-1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kyokuto Securities Co Ltd Analyses