Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2362	6.16
$α$	0.2011	8.14
$β$	0.6254	15.36
$γ_{1}$	-0.0741	-2.60
$γ_{2}$	0.1245	2.88
$γ_{3}$	-0.1127	-4.11
$γ_{4}$	0.1339	5.95
$γ_{5}$	-0.0750	-3.14
$γ_{6}$	-0.0554	-1.74

V-Lab

Takihyo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.67% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Takihyo Co Ltd Analyses