Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0851	6.63
$α$	0.2117	6.48
$β$	0.6751	12.36
$γ_{1}$	0.0615	2.80
$γ_{2}$	-0.1006	-2.74
$γ_{3}$	0.0485	1.60
$γ_{4}$	-0.0190	-0.86
$γ_{5}$	0.0547	3.58
$γ_{6}$	-0.0845	-4.86
$γ_{7}$	0.0522	3.57

V-Lab

Morozoff Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:16.33% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Morozoff Ltd Analyses