Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7074	6.27
$α$	0.2736	8.32
$β$	0.5595	12.30
$γ_{1}$	0.4704	2.97
$γ_{2}$	-0.8924	-3.00
$γ_{3}$	0.8309	3.40
$γ_{4}$	-0.7546	-3.39
$γ_{5}$	0.6373	2.17
$γ_{6}$	-0.4184	-1.72
$γ_{7}$	0.2417	1.36
$γ_{8}$	-0.3839	-2.46
$γ_{9}$	0.4869	3.34
$γ_{10}$	-0.3858	-1.05

V-Lab

Renaissance Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:17.10% (+0.74%)

Date Range:

Parameter Estimates

News Impact Curve

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