Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8276	3.57
$α$	0.2569	6.93
$β$	0.6878	22.02
$γ_{1}$	-0.2553	-1.21
$γ_{2}$	0.3461	1.11
$γ_{3}$	-0.0355	-0.16
$γ_{4}$	-0.4844	-1.94
$γ_{5}$	1.1516	3.59
$γ_{6}$	-1.3402	-3.70
$γ_{7}$	1.0514	2.96
$γ_{8}$	-0.4734	-1.49
$γ_{9}$	-0.1676	-0.55
$γ_{10}$	0.1430	0.37

V-Lab

Gendai Agency Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.10% (+7.38%)

Date Range:

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