Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4070	5.27
$α$	0.2251	5.05
$β$	0.4463	5.61
$γ_{1}$	0.2070	1.98
$γ_{2}$	-0.2766	-1.76
$γ_{3}$	0.1744	1.91
$γ_{4}$	-0.2099	-2.94
$γ_{5}$	0.1553	1.99
$γ_{6}$	-0.0553	-0.77

V-Lab

Cmc Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:39.35% (+14.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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