Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6718	5.20
$α$	0.1180	7.44
$β$	0.8115	36.26
$γ_{1}$	0.2367	3.75
$γ_{2}$	-0.4420	-4.59
$γ_{3}$	0.3295	3.83
$γ_{4}$	-0.1380	-1.45
$γ_{5}$	-0.0171	-0.17
$γ_{6}$	0.0780	0.91
$γ_{7}$	-0.1109	-1.24
$γ_{8}$	0.1782	1.77
$γ_{9}$	-0.2675	-2.95
$γ_{10}$	0.2972	2.62

V-Lab

Nagawa Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.07% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagawa Co Ltd Analyses