Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5237	7.40
$α$	0.1353	7.71
$β$	0.6862	15.54
$γ_{1}$	0.0162	0.30
$γ_{2}$	-0.1506	-2.00
$γ_{3}$	0.3249	6.22
$γ_{4}$	-0.3422	-6.07
$γ_{5}$	0.2817	4.70
$γ_{6}$	-0.2221	-2.75
$γ_{7}$	0.1759	1.71
$γ_{8}$	-0.1211	-1.06
$γ_{9}$	-0.0200	-0.18
$γ_{10}$	0.1445	1.16

V-Lab

LY Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:32.92% (+0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LY Corp Analyses