Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0987	3.23
$α$	0.3165	2.83
$β$	0.1796	1.36
$γ_{1}$	3.1884	0.15
$γ_{2}$	10.7016	0.30
$γ_{3}$	-42.8603	-1.39
$γ_{4}$	80.6269	2.83
$γ_{5}$	-113.0188	-5.17
$γ_{6}$	110.0893	4.36
$γ_{7}$	-70.6259	-2.40
$γ_{8}$	31.1720	1.05
$γ_{9}$	-25.3312	-1.00
$γ_{10}$	26.2442	1.94

V-Lab

W Tokyo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.10% (-9.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other W Tokyo Inc Analyses