Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3485	4.03
$α$	0.1515	7.21
$β$	0.6909	17.99
$γ_{1}$	0.1123	1.00
$γ_{2}$	-0.1584	-0.94
$γ_{3}$	0.1257	0.74
$γ_{4}$	-0.1884	-1.03
$γ_{5}$	0.2980	2.12
$γ_{6}$	-0.4068	-3.18
$γ_{7}$	0.4245	3.26
$γ_{8}$	-0.3112	-2.39
$γ_{9}$	0.1082	0.68
$γ_{10}$	-0.0924	-0.48

V-Lab

Morito Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.78% (-1.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Morito Co Ltd Analyses