Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0329	3.66
$α$	0.2285	6.26
$β$	0.7268	22.35
$γ_{1}$	0.2226	0.80
$γ_{2}$	-0.3450	-0.85
$γ_{3}$	0.6972	2.15
$γ_{4}$	-1.3075	-3.59
$γ_{5}$	1.3732	4.57
$γ_{6}$	-1.0068	-3.58
$γ_{7}$	0.1830	0.54
$γ_{8}$	0.5911	1.76
$γ_{9}$	-0.5805	-2.15

V-Lab

Gmo Pepabo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:31.18% (+1.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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