Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9187	3.39
$α$	0.1222	7.19
$β$	0.8170	30.09
$γ_{1}$	0.1553	1.11
$γ_{2}$	-0.0232	-0.12
$γ_{3}$	-0.4486	-4.42
$γ_{4}$	0.5356	5.79
$γ_{5}$	-0.3068	-3.46
$γ_{6}$	0.0771	0.92
$γ_{7}$	0.1094	1.32
$γ_{8}$	-0.2066	-2.52
$γ_{9}$	0.1598	1.22

V-Lab

Japan Real Estate Investment Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:16.52% (+1.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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