Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6975	5.58
$α$	0.1446	5.98
$β$	0.7221	16.52
$γ_{1}$	-0.6773	-6.59
$γ_{2}$	0.8732	6.09
$γ_{3}$	-0.2314	-2.27
$γ_{4}$	0.0967	0.85
$γ_{5}$	-0.2313	-2.03
$γ_{6}$	0.4728	4.13
$γ_{7}$	-0.5021	-3.80
$γ_{8}$	0.2206	1.57
$γ_{9}$	0.0011	0.01

V-Lab

Japan Excellent Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:14.30% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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