Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.7926	6.35
$α$	0.2260	6.79
$β$	0.6284	13.37
$γ_{1}$	0.1653	5.16
$γ_{2}$	-0.2047	-4.23
$γ_{3}$	0.1151	3.01
$γ_{4}$	-0.1403	-3.48
$γ_{5}$	0.0535	1.28
$γ_{6}$	0.0349	1.13

V-Lab

Core Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.89% (-1.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Core Corp Analyses