Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2073	5.42
$α$	0.1230	7.47
$β$	0.8097	29.64
$γ_{1}$	-0.0678	-1.25
$γ_{2}$	0.0869	1.05
$γ_{3}$	-0.0496	-0.82
$γ_{4}$	0.0975	1.43
$γ_{5}$	-0.1567	-2.23
$γ_{6}$	0.1317	2.32
$γ_{7}$	-0.0428	-0.80
$γ_{8}$	0.0038	0.08
$γ_{9}$	0.0049	0.14

V-Lab

Shikibo Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.74% (-0.93%)

Date Range:

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News Impact Curve

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