Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5657	8.76
$α$	0.1803	7.97
$β$	0.7159	25.56
$γ_{1}$	0.0407	3.36
$γ_{2}$	-0.0636	-3.17
$γ_{3}$	0.0359	1.75
$γ_{4}$	-0.0302	-1.26
$γ_{5}$	0.0340	1.61
$γ_{6}$	-0.0204	-1.51

V-Lab

Kyoei Tanker Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:48.05% (+11.20%)

Date Range:

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News Impact Curve

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