Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1440	4.76
$α$	0.1165	3.57
$β$	0.5415	3.90
$γ_{1}$	-0.8537	-1.96
$γ_{2}$	1.1316	1.57
$γ_{3}$	-0.1507	-0.21
$γ_{4}$	0.1783	0.25
$γ_{5}$	-0.7341	-1.17
$γ_{6}$	0.1161	0.23
$γ_{7}$	1.2429	2.63
$γ_{8}$	-1.7548	-2.62
$γ_{9}$	1.7065	1.88

V-Lab

Skylark Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.67% (+2.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Skylark Co Ltd Analyses