Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8896	4.44
$α$	0.3800	3.83
$β$	0.3684	4.18
$γ_{1}$	-0.3957	-2.21
$γ_{2}$	0.6269	2.36
$γ_{3}$	-0.6097	-2.89
$γ_{4}$	0.6579	2.45
$γ_{5}$	-0.5005	-1.35
$γ_{6}$	0.3671	0.88
$γ_{7}$	-0.0906	-0.25
$γ_{8}$	-0.1738	-0.55
$γ_{9}$	0.3209	0.76
$γ_{10}$	-0.5298	-0.92

V-Lab

Arkcore Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:18.01% (+2.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arkcore Inc Analyses