Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4101	6.65
$α$	0.1316	7.86
$β$	0.7006	16.88
$γ_{1}$	-0.0182	-0.31
$γ_{2}$	-0.1002	-1.26
$γ_{3}$	0.2929	5.48
$γ_{4}$	-0.3094	-5.33
$γ_{5}$	0.2490	4.01
$γ_{6}$	-0.1931	-2.30
$γ_{7}$	0.1519	1.43
$γ_{8}$	-0.1044	-0.89
$γ_{9}$	-0.0197	-0.18
$γ_{10}$	0.0958	1.34

V-Lab

LY Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:52.33% (+20.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LY Corp Analyses