Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0856	3.71
$α$	0.2313	6.39
$β$	0.7238	22.75
$γ_{1}$	0.2493	0.90
$γ_{2}$	-0.3905	-0.97
$γ_{3}$	0.7372	2.29
$γ_{4}$	-1.3487	-3.73
$γ_{5}$	1.4097	4.72
$γ_{6}$	-1.0454	-3.73
$γ_{7}$	0.2514	0.74
$γ_{8}$	0.4369	1.42
$γ_{9}$	-0.2062	-0.57

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Gmo Pepabo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:40.59% (+5.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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