Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7566	3.93
$α$	0.1385	6.28
$β$	0.7299	22.12
$γ_{1}$	-0.0721	-0.97
$γ_{2}$	0.1021	0.99
$γ_{3}$	-0.1224	-2.12
$γ_{4}$	0.1974	3.65
$γ_{5}$	-0.1623	-2.70
$γ_{6}$	0.0642	0.99
$γ_{7}$	0.0372	0.54
$γ_{8}$	-0.0800	-0.89
$γ_{9}$	0.0224	0.22
$γ_{10}$	0.0311	0.43

V-Lab

Capcom Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:62.73% (+8.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capcom Co Ltd Analyses