Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1382	3.22
$α$	0.1181	7.52
$β$	0.8282	32.99
$γ_{1}$	-0.1463	-1.23
$γ_{2}$	0.0341	0.20
$γ_{3}$	0.3444	3.79
$γ_{4}$	-0.3866	-5.35
$γ_{5}$	0.2363	3.32
$γ_{6}$	-0.1230	-1.55
$γ_{7}$	0.1043	1.31
$γ_{8}$	-0.1462	-1.98
$γ_{9}$	0.2038	2.28

V-Lab

Sugimoto & Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.04% (+3.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sugimoto & Co Ltd Analyses