Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3882	3.12
$α$	0.0966	3.31
$β$	0.4887	4.06
$γ_{1}$	1.2334	1.84
$γ_{2}$	-1.3236	-1.41
$γ_{3}$	0.0854	0.12
$γ_{4}$	-0.1217	-0.18
$γ_{5}$	0.2987	0.56
$γ_{6}$	-0.0197	-0.04
$γ_{7}$	-0.7420	-1.34
$γ_{8}$	1.4550	2.08
$γ_{9}$	-1.6865	-2.08
$γ_{10}$	1.1729	1.93

V-Lab

Shift Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:51.38% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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