Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1547	4.92
$α$	0.1575	7.53
$β$	0.7032	19.95
$γ_{1}$	0.0378	0.42
$γ_{2}$	-0.1623	-1.26
$γ_{3}$	0.2388	3.21
$γ_{4}$	-0.1402	-2.01
$γ_{5}$	0.0110	0.13
$γ_{6}$	0.0740	0.85
$γ_{7}$	-0.0474	-0.59
$γ_{8}$	-0.0947	-1.18
$γ_{9}$	0.2190	2.42
$γ_{10}$	-0.3602	-1.77

V-Lab

Satoh & Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:18.87% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Satoh & Co Ltd Analyses