Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0520	4.30
$α$	0.1482	5.18
$β$	0.7521	18.05
$γ_{1}$	0.2668	1.37
$γ_{2}$	-0.6770	-2.28
$γ_{3}$	0.5780	2.37
$γ_{4}$	-0.1920	-0.70
$γ_{5}$	0.1319	0.49
$γ_{6}$	0.0886	0.41
$γ_{7}$	-0.8726	-3.81
$γ_{8}$	1.4597	4.50
$γ_{9}$	-1.3158	-2.86
$γ_{10}$	0.7478	1.12

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Create Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.41% (-0.91%)

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News Impact Curve

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