Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6814	2.51
$α$	0.2701	5.91
$β$	0.6625	18.50
$γ_{1}$	-0.2611	-1.53
$γ_{2}$	0.4976	2.18
$γ_{3}$	-0.4582	-3.62
$γ_{4}$	0.6274	4.62
$γ_{5}$	-0.7552	-4.19
$γ_{6}$	0.4366	2.35
$γ_{7}$	-0.1546	-1.07
$γ_{8}$	-0.0450	-0.22

V-Lab

Like Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:14.75% (-1.48%)

Date Range:

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