Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6668	4.35
$α$	0.1923	5.09
$β$	0.6731	14.59
$γ_{1}$	-0.2412	-2.30
$γ_{2}$	0.4461	2.89
$γ_{3}$	-0.3135	-3.32
$γ_{4}$	0.2845	3.36
$γ_{5}$	-0.4215	-3.82
$γ_{6}$	0.4371	3.66
$γ_{7}$	-0.2948	-2.79
$γ_{8}$	0.0949	0.90
$γ_{9}$	-0.0811	-0.59

V-Lab

Se Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:13.86% (+2.67%)

Date Range:

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News Impact Curve

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