Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7489	3.04
$α$	0.2833	4.68
$β$	0.4928	5.93
$γ_{1}$	-2.9382	-2.11
$γ_{2}$	4.5234	2.17
$γ_{3}$	-2.2904	-1.77
$γ_{4}$	1.7203	1.53
$γ_{5}$	-1.9334	-1.67
$γ_{6}$	0.9007	0.84
$γ_{7}$	0.4255	0.38
$γ_{8}$	-1.5852	-1.11
$γ_{9}$	2.3897	1.69
$γ_{10}$	-1.9759	-1.03

V-Lab

Brass Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:13.10% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Brass Corp Analyses