Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4848	3.32
$α$	0.1351	7.67
$β$	0.7547	27.32
$γ_{1}$	0.2279	2.11
$γ_{2}$	-0.4431	-2.74
$γ_{3}$	0.3803	3.49
$γ_{4}$	-0.2057	-2.61
$γ_{5}$	0.0542	0.79
$γ_{6}$	-0.0197	-0.23
$γ_{7}$	-0.0223	-0.23
$γ_{8}$	-0.0179	-0.20
$γ_{9}$	0.1627	1.69
$γ_{10}$	-0.2512	-1.59

V-Lab

Kanamoto Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:25.15% (+1.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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