Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4885	4.18
$α$	0.1750	7.37
$β$	0.6678	18.21
$γ_{1}$	-0.0614	-0.38
$γ_{2}$	-0.1777	-0.78
$γ_{3}$	0.2264	1.71
$γ_{4}$	0.1951	1.73
$γ_{5}$	-0.4131	-3.41
$γ_{6}$	0.5401	4.09
$γ_{7}$	-0.5312	-3.91
$γ_{8}$	0.3035	2.20
$γ_{9}$	-0.1333	-0.65

V-Lab

Daiwa Securities Living Inve Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:12.77% (+1.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiwa Securities Living Inve Analyses