Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3737	6.54
$α$	0.1224	9.66
$β$	0.8126	42.43
$γ_{1}$	0.0065	0.13
$γ_{2}$	0.0286	0.40
$γ_{3}$	-0.1213	-2.50
$γ_{4}$	0.1743	3.84
$γ_{5}$	-0.1449	-3.25
$γ_{6}$	0.1211	2.43
$γ_{7}$	-0.1012	-1.48
$γ_{8}$	0.0157	0.15
$γ_{9}$	0.0812	0.75
$γ_{10}$	-0.0967	-1.58

V-Lab

Fujita Kanko Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:103.97% (+45.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fujita Kanko Analyses