Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3150	2.99
$α$	0.2217	6.77
$β$	0.6453	16.67
$γ_{1}$	0.2414	2.47
$γ_{2}$	-0.3448	-2.55
$γ_{3}$	0.1352	1.96
$γ_{4}$	0.0411	0.70
$γ_{5}$	-0.1537	-1.98
$γ_{6}$	0.1110	1.11
$γ_{7}$	-0.1134	-1.02
$γ_{8}$	0.2086	1.65
$γ_{9}$	-0.3299	-2.09
$γ_{10}$	0.3545	2.80

V-Lab

Verite Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:9.20% (-1.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Verite Co Ltd Analyses