Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3848	3.22
$α$	0.1555	8.06
$β$	0.7965	34.70
$γ_{1}$	-0.0274	-0.20
$γ_{2}$	0.0933	0.48
$γ_{3}$	-0.2842	-2.77
$γ_{4}$	0.3752	4.45
$γ_{5}$	-0.2606	-3.32
$γ_{6}$	0.2581	3.79
$γ_{7}$	-0.3263	-4.02
$γ_{8}$	0.2913	2.22

V-Lab

Japan Metropolitan Fund Inve Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:13.55% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Metropolitan Fund Inve Analyses