Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.6333	4.69
$α$	0.1186	5.58
$β$	0.8007	21.52
$γ_{1}$	0.2501	4.82
$γ_{2}$	-0.4118	-5.10
$γ_{3}$	0.2495	3.62
$γ_{4}$	-0.1482	-2.10
$γ_{5}$	0.1085	1.75
$γ_{6}$	-0.0452	-0.64
$γ_{7}$	-0.0326	-0.39
$γ_{8}$	0.0556	0.90

V-Lab

Nagase Brothers Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:16.77% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagase Brothers Inc Analyses