Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6993	3.90
$α$	0.1399	6.13
$β$	0.7238	21.57
$γ_{1}$	-0.1089	-1.51
$γ_{2}$	0.1613	1.60
$γ_{3}$	-0.1636	-2.92
$γ_{4}$	0.2319	4.38
$γ_{5}$	-0.1904	-3.18
$γ_{6}$	0.0844	1.31
$γ_{7}$	0.0234	0.34
$γ_{8}$	-0.0637	-0.67
$γ_{9}$	-0.0135	-0.11
$γ_{10}$	0.1316	0.90

V-Lab

Capcom Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:65.30% (+8.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capcom Co Ltd Analyses