Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7565	3.28
$α$	0.1412	6.89
$β$	0.7597	25.89
$γ_{1}$	-0.1507	-2.86
$γ_{2}$	0.2586	3.63
$γ_{3}$	-0.1973	-3.80
$γ_{4}$	0.1340	2.71
$γ_{5}$	-0.0673	-1.55
$γ_{6}$	0.0271	0.68
$γ_{7}$	-0.0006	-0.02
$γ_{8}$	0.0113	0.30
$γ_{9}$	-0.0544	-1.47
$γ_{10}$	0.0671	1.82

V-Lab

Sho-Bond Holdings Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:59.19% (+37.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sho-Bond Holdings Analyses