Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0485	3.48
$α$	0.2593	7.74
$β$	0.6347	13.71
$γ_{1}$	0.1212	0.49
$γ_{2}$	-0.4409	-1.22
$γ_{3}$	0.4496	1.55
$γ_{4}$	-0.0021	-0.01
$γ_{5}$	-0.4670	-0.99
$γ_{6}$	0.8046	1.91
$γ_{7}$	-0.8913	-2.79
$γ_{8}$	0.6246	2.33
$γ_{9}$	-0.2117	-0.74
$γ_{10}$	0.4132	0.87

V-Lab

Properst Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:67.96% (+10.29%)

Date Range:

Parameter Estimates

News Impact Curve

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