Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.7017	4.81
$α$	0.1162	5.83
$β$	0.8042	22.15
$γ_{1}$	0.2638	5.16
$γ_{2}$	-0.4335	-5.43
$γ_{3}$	0.2624	3.81
$γ_{4}$	-0.1556	-2.20
$γ_{5}$	0.1108	1.75
$γ_{6}$	-0.0406	-0.52
$γ_{7}$	-0.0533	-0.49
$γ_{8}$	0.1236	0.78

V-Lab

Nagase Brothers Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:17.41% (-0.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagase Brothers Inc Analyses