Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3315	5.90
$α$	0.2015	6.36
$β$	0.6599	15.77
$γ_{1}$	0.3651	3.44
$γ_{2}$	-0.6321	-3.79
$γ_{3}$	0.4816	3.48
$γ_{4}$	-0.1165	-0.70
$γ_{5}$	-0.4199	-2.01
$γ_{6}$	0.6399	2.96
$γ_{7}$	-0.5798	-2.74
$γ_{8}$	0.2789	1.32
$γ_{9}$	0.0890	0.66

V-Lab

Aoba-BBT Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:10.31% (+0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aoba-BBT Inc Analyses