Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6855	3.59
$α$	0.2591	2.91
$β$	0.3527	3.12
$γ_{1}$	2.1563	3.24
$γ_{2}$	-4.6797	-5.18
$γ_{3}$	4.6914	7.05
$γ_{4}$	-2.9040	-4.34
$γ_{5}$	0.8586	1.54
$γ_{6}$	-0.3209	-0.52
$γ_{7}$	-0.0224	-0.02
$γ_{8}$	0.4280	0.35
$γ_{9}$	0.0381	0.04
$γ_{10}$	-0.3645	-0.71

V-Lab

Yrglm Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:23.36% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yrglm Inc Analyses