Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0720	3.96
$α$	0.2822	4.30
$β$	0.4594	9.47
$γ_{1}$	-0.2793	-1.95
$γ_{2}$	0.4592	2.46
$γ_{3}$	-0.1200	-1.03
$γ_{4}$	-0.2338	-1.58
$γ_{5}$	0.3191	1.98
$γ_{6}$	-0.0098	-0.06
$γ_{7}$	-0.4370	-2.49
$γ_{8}$	0.5377	3.58
$γ_{9}$	-0.4921	-2.55
$γ_{10}$	0.6692	2.00

V-Lab

Systena Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:39.98% (-1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Systena Corp Analyses