Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0290	5.61
$α$	0.2715	5.40
$β$	0.3853	4.92
$γ_{1}$	-0.0325	-0.47
$γ_{2}$	-0.0308	-0.29
$γ_{3}$	0.0684	0.84
$γ_{4}$	0.0764	1.12
$γ_{5}$	-0.1920	-2.41
$γ_{6}$	0.2187	2.48
$γ_{7}$	-0.1589	-1.52
$γ_{8}$	-0.0035	-0.03
$γ_{9}$	0.1168	1.82

V-Lab

Sankyo Frontier Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:12.16% (+2.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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