Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3966	6.50
$α$	0.1849	7.87
$β$	0.6990	24.28
$γ_{1}$	-0.0025	-0.05
$γ_{2}$	0.0571	0.79
$γ_{3}$	-0.1165	-2.22
$γ_{4}$	0.0909	1.42
$γ_{5}$	-0.0457	-0.74
$γ_{6}$	0.0483	0.97
$γ_{7}$	-0.1101	-2.11
$γ_{8}$	0.1824	2.73
$γ_{9}$	-0.1842	-2.07
$γ_{10}$	0.1711	1.33

V-Lab

Kyoei Tanker Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:45.30% (-4.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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