Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1599	4.92
$α$	0.2676	6.65
$β$	0.5675	12.20
$γ_{1}$	-0.0719	-0.72
$γ_{2}$	0.2566	1.61
$γ_{3}$	-0.4195	-3.26
$γ_{4}$	0.5787	4.89
$γ_{5}$	-0.5679	-3.67
$γ_{6}$	0.3298	1.98
$γ_{7}$	-0.2230	-1.41
$γ_{8}$	0.1275	0.99
$γ_{9}$	0.0343	0.43

V-Lab

Cube System Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:24.05% (+2.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cube System Inc Analyses