Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0480	3.34
$α$	0.1951	6.59
$β$	0.4899	7.48
$γ_{1}$	0.2233	1.49
$γ_{2}$	-0.3340	-1.70
$γ_{3}$	0.2602	2.49
$γ_{4}$	-0.2105	-1.69
$γ_{5}$	-0.0908	-0.71
$γ_{6}$	0.3926	3.79
$γ_{7}$	-0.4135	-4.69
$γ_{8}$	0.2777	2.44
$γ_{9}$	-0.4279	-1.40

V-Lab

Dip Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.37% (-1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dip Corp Analyses