Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4377	5.78
$α$	0.0781	9.73
$β$	0.8869	70.96
$γ_{1}$	0.0969	3.19
$γ_{2}$	-0.0991	-1.85
$γ_{3}$	-0.0668	-1.45
$γ_{4}$	0.1547	4.46
$γ_{5}$	-0.1682	-5.74
$γ_{6}$	0.1449	4.35
$γ_{7}$	-0.0771	-2.14
$γ_{8}$	0.0100	0.37

V-Lab

Canon Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:22.57% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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