Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4107	4.40
$α$	0.1571	4.23
$β$	0.6346	9.15
$γ_{1}$	0.0081	0.06
$γ_{2}$	-0.0819	-0.37
$γ_{3}$	0.3101	1.57
$γ_{4}$	-0.4551	-2.74
$γ_{5}$	0.3703	2.68
$γ_{6}$	-0.2779	-1.79
$γ_{7}$	0.2669	1.93
$γ_{8}$	-0.3538	-3.29
$γ_{9}$	0.4319	4.56
$γ_{10}$	-0.2767	-2.14

V-Lab

Japan Process Development Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:25.75% (-2.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Process Development Co Analyses