Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.1014	2.73
$α$	0.3755	1.83
$β$	0.1534	0.94
$γ_{1}$	28.4909	3.31
$γ_{2}$	-43.8263	-3.11
$γ_{3}$	23.6125	2.05
$γ_{4}$	-11.8464	-1.19
$γ_{5}$	6.3187	0.69
$γ_{6}$	-3.2588	-0.52

V-Lab

Caster Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:49.34% (+22.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caster Co Ltd Analyses