Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9981	3.34
$α$	0.2064	6.44
$β$	0.4550	5.94
$γ_{1}$	0.2016	1.35
$γ_{2}$	-0.3012	-1.55
$γ_{3}$	0.2431	2.36
$γ_{4}$	-0.2068	-1.69
$γ_{5}$	-0.0754	-0.60
$γ_{6}$	0.3476	3.36
$γ_{7}$	-0.3120	-3.24
$γ_{8}$	0.0642	0.72
$γ_{9}$	0.0997	2.01

V-Lab

Dip Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:23.74% (+1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dip Corp Analyses