Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6978	4.77
$α$	0.1597	5.86
$β$	0.7554	19.94
$γ_{1}$	-0.0308	-0.17
$γ_{2}$	0.2868	0.96
$γ_{3}$	-0.5437	-1.76
$γ_{4}$	0.2871	0.91
$γ_{5}$	0.4579	1.46
$γ_{6}$	-0.9842	-2.97
$γ_{7}$	0.6939	2.55
$γ_{8}$	-0.0259	-0.11
$γ_{9}$	-0.2728	-0.99
$γ_{10}$	0.1615	0.89

V-Lab

Rasa Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:45.95% (+2.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rasa Corp Analyses