Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2511	11.00
$α$	0.1765	7.42
$β$	0.5368	11.78
$γ_{1}$	0.1389	4.67
$γ_{2}$	-0.2490	-5.13
$γ_{3}$	0.1629	3.46
$γ_{4}$	-0.1055	-1.76
$γ_{5}$	0.0989	1.75
$γ_{6}$	-0.0767	-1.90
$γ_{7}$	0.1140	3.01
$γ_{8}$	-0.2112	-2.59
$γ_{9}$	0.2771	1.84

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Nippon System Development Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:49.26% (+16.96%)

Date Range:

Parameter Estimates

News Impact Curve

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