Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8378	2.60
$α$	0.3312	6.86
$β$	0.5890	15.24
$γ_{1}$	-0.0005	-0.00
$γ_{2}$	-0.1614	-0.49
$γ_{3}$	0.4754	2.31
$γ_{4}$	-0.6785	-3.11
$γ_{5}$	0.6922	3.01
$γ_{6}$	-0.6732	-2.55
$γ_{7}$	0.8709	4.00
$γ_{8}$	-0.8275	-8.35

V-Lab

Maruchiyo Yamaoka Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:50.39% (-1.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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