Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2668	6.21
$α$	0.2102	5.14
$β$	0.4712	5.92
$γ_{1}$	0.1361	0.54
$γ_{2}$	0.0217	0.05
$γ_{3}$	-0.2185	-0.56
$γ_{4}$	-0.0574	-0.20
$γ_{5}$	0.5003	2.43
$γ_{6}$	-0.8049	-3.59
$γ_{7}$	0.6814	2.74
$γ_{8}$	-0.5034	-1.88
$γ_{9}$	0.6449	1.58
$γ_{10}$	-1.3343	-1.61

V-Lab

Cmc Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.86% (+20.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cmc Corp Analyses