Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3487	2.70
$α$	0.3891	3.26
$β$	0.0000	0.00
$γ_{1}$	-18.7701	-0.31
$γ_{2}$	63.1404	0.74
$γ_{3}$	-132.4656	-3.47
$γ_{4}$	211.9341	4.76
$γ_{5}$	-195.0496	-3.26
$γ_{6}$	57.1753	0.96
$γ_{7}$	53.6193	1.00
$γ_{8}$	-86.3741	-1.09
$γ_{9}$	164.4079	2.00
$γ_{10}$	-295.3812	-5.48

V-Lab

Green Monster Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.41% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Green Monster Inc Analyses