Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0070	3.93
$α$	0.1181	8.05
$β$	0.8370	37.62
$γ_{1}$	-0.1939	-4.95
$γ_{2}$	0.3032	5.54
$γ_{3}$	-0.1502	-3.88
$γ_{4}$	0.0673	1.77
$γ_{5}$	-0.0323	-1.00
$γ_{6}$	0.0001	0.01

V-Lab

Sugimoto & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.60% (+3.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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