Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6392	6.14
$α$	0.2732	8.02
$β$	0.5551	11.91
$γ_{1}$	0.4372	2.74
$γ_{2}$	-0.8402	-2.80
$γ_{3}$	0.7944	3.22
$γ_{4}$	-0.7199	-3.20
$γ_{5}$	0.6041	2.05
$γ_{6}$	-0.3866	-1.59
$γ_{7}$	0.2068	1.16
$γ_{8}$	-0.3318	-2.06
$γ_{9}$	0.3917	3.15
$γ_{10}$	-0.1701	-2.47

V-Lab

Renaissance Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.32% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Renaissance Inc Analyses