Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1045	3.83
$α$	0.2510	5.50
$β$	0.4607	6.26
$γ_{1}$	0.2050	0.83
$γ_{2}$	-0.1757	-0.43
$γ_{3}$	-0.3145	-0.80
$γ_{4}$	0.7033	1.98
$γ_{5}$	-0.7830	-3.29
$γ_{6}$	0.5657	3.46
$γ_{7}$	-0.3236	-1.53
$γ_{8}$	0.1096	0.32
$γ_{9}$	-0.0523	-0.11

V-Lab

grems Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.43% (+9.27%)

Date Range:

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News Impact Curve

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