Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1040	4.94
$α$	0.1854	7.22
$β$	0.6252	16.55
$γ_{1}$	0.1026	2.91
$γ_{2}$	-0.1193	-2.53
$γ_{3}$	0.0281	1.10
$γ_{4}$	-0.0007	-0.03
$γ_{5}$	-0.0358	-1.42
$γ_{6}$	0.0417	1.39
$γ_{7}$	-0.0195	-0.60
$γ_{8}$	-0.0002	-0.01

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Nikkei Stock Average Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:107.16% (-5.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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