Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4370	5.77
$α$	0.0781	9.73
$β$	0.8869	70.89
$γ_{1}$	0.0968	3.17
$γ_{2}$	-0.0985	-1.84
$γ_{3}$	-0.0677	-1.46
$γ_{4}$	0.1556	4.47
$γ_{5}$	-0.1686	-5.74
$γ_{6}$	0.1444	4.33
$γ_{7}$	-0.0758	-2.11
$γ_{8}$	0.0088	0.33

V-Lab

Canon Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:22.70% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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