Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0260	3.41
$α$	0.2648	7.78
$β$	0.6270	13.54
$γ_{1}$	0.0890	0.36
$γ_{2}$	-0.3958	-1.09
$γ_{3}$	0.4349	1.50
$γ_{4}$	-0.0064	-0.02
$γ_{5}$	-0.4499	-0.96
$γ_{6}$	0.7756	1.86
$γ_{7}$	-0.8378	-2.65
$γ_{8}$	0.5093	1.94
$γ_{9}$	0.0609	0.23
$γ_{10}$	-0.2940	-1.38

V-Lab

Properst Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.40% (+4.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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