Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.0332	5.69
$α$	0.1619	6.24
$β$	0.6347	12.98
$γ_{1}$	0.6537	7.82
$γ_{2}$	-1.1223	-8.65
$γ_{3}$	0.7731	7.14
$γ_{4}$	-0.4363	-3.64
$γ_{5}$	0.1416	1.11
$γ_{6}$	0.0378	0.28
$γ_{7}$	-0.2409	-1.71
$γ_{8}$	0.7160	2.05

V-Lab

Br Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:58.50% (-10.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Br Holdings Corp Analyses