Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6990	4.51
$α$	0.1351	9.79
$β$	0.7819	36.30
$γ_{1}$	0.1521	2.63
$γ_{2}$	-0.2176	-2.72
$γ_{3}$	0.0925	1.62
$γ_{4}$	-0.1107	-1.66
$γ_{5}$	0.1598	2.50
$γ_{6}$	-0.1391	-2.45
$γ_{7}$	0.1009	2.03
$γ_{8}$	-0.0649	-1.46
$γ_{9}$	0.0638	1.35
$γ_{10}$	0.0405	0.62

V-Lab

Yamatane Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:32.84% (+1.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yamatane Corp Analyses