Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3019	4.70
$α$	0.0967	3.02
$β$	0.4857	3.61
$γ_{1}$	1.0964	1.22
$γ_{2}$	-1.6348	-1.25
$γ_{3}$	2.4674	2.37
$γ_{4}$	-4.8798	-3.72
$γ_{5}$	5.0950	3.70
$γ_{6}$	-3.5589	-3.19
$γ_{7}$	2.5180	2.41
$γ_{8}$	-1.6921	-1.63
$γ_{9}$	0.8292	0.89
$γ_{10}$	-0.4002	-0.29

V-Lab

Sg Holdings Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.63% (+3.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sg Holdings Co Analyses