Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7236	4.37
$α$	0.1947	4.80
$β$	0.6739	14.20
$γ_{1}$	-0.2245	-2.12
$γ_{2}$	0.4186	2.68
$γ_{3}$	-0.2925	-3.07
$γ_{4}$	0.2646	3.09
$γ_{5}$	-0.4005	-3.55
$γ_{6}$	0.4103	3.39
$γ_{7}$	-0.2509	-2.43
$γ_{8}$	0.0029	0.03
$γ_{9}$	0.1580	2.73

V-Lab

Se Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.63% (+2.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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