Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	4.6449	1.51
$α$	0.4857	3.39
$β$	0.4661	4.06
$γ_{1}$	0.2714	2.41
$γ_{2}$	-0.3852	-2.25
$γ_{3}$	0.3292	2.74
$γ_{4}$	-0.4829	-4.55
$γ_{5}$	0.3747	2.56
$γ_{6}$	-0.2236	-1.16

V-Lab

Sobal Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:8.26% (+1.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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