Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9625	3.12
$α$	0.1849	8.63
$β$	0.6910	21.89
$γ_{1}$	0.1996	1.92
$γ_{2}$	-0.4075	-2.93
$γ_{3}$	0.3142	4.08
$γ_{4}$	-0.0587	-0.99
$γ_{5}$	-0.0344	-0.59
$γ_{6}$	-0.1562	-1.49
$γ_{7}$	0.3337	3.11
$γ_{8}$	-0.4233	-3.51
$γ_{9}$	0.4096	2.80
$γ_{10}$	-0.0932	-0.67

V-Lab

Yamaya Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.50% (+1.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yamaya Corp Analyses