Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1272	10.72
$α$	0.1722	7.50
$β$	0.5575	12.63
$γ_{1}$	0.0709	3.39
$γ_{2}$	-0.1411	-4.35
$γ_{3}$	0.0944	3.89
$γ_{4}$	-0.0392	-1.38
$γ_{5}$	0.0162	0.43
$γ_{6}$	0.0549	1.27
$γ_{7}$	-0.1263	-1.96
$γ_{8}$	0.1030	1.78

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Nippon System Development Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:28.26% (+1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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