Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4818	3.45
$α$	0.3164	4.58
$β$	0.5137	7.42
$γ_{1}$	-0.1581	-0.65
$γ_{2}$	0.2357	0.66
$γ_{3}$	-0.2254	-0.89
$γ_{4}$	0.5456	2.01
$γ_{5}$	-1.0073	-2.82
$γ_{6}$	1.1197	2.98
$γ_{7}$	-0.6471	-2.03
$γ_{8}$	0.0209	0.05
$γ_{9}$	0.1375	0.28
$γ_{10}$	-0.1774	-0.41

V-Lab

Ktk Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:10.24% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ktk Inc Analyses