Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.9444	5.22
$α$	0.1538	8.00
$β$	0.6679	17.87
$γ_{1}$	0.3179	6.37
$γ_{2}$	-0.4659	-6.24
$γ_{3}$	0.1905	4.10
$γ_{4}$	-0.0473	-1.01
$γ_{5}$	0.0377	0.67
$γ_{6}$	-0.0814	-1.74
$γ_{7}$	0.1232	3.30
$γ_{8}$	-0.1968	-3.92
$γ_{9}$	0.2657	3.14

V-Lab

Nomura Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.85% (+2.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Co Ltd Analyses