Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.9981	2.68
$α$	0.2628	6.97
$β$	0.6800	22.24
$γ_{1}$	-0.7602	-1.07
$γ_{2}$	2.0480	1.81
$γ_{3}$	-2.5798	-2.05
$γ_{4}$	2.4088	1.74
$γ_{5}$	-1.3102	-1.25
$γ_{6}$	-0.3641	-0.40
$γ_{7}$	1.0587	1.37
$γ_{8}$	-0.5595	-0.99
$γ_{9}$	0.4448	0.64
$γ_{10}$	-1.3369	-1.39

V-Lab

Strust Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:31.11% (+3.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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