Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4034	3.13
$α$	0.0962	3.30
$β$	0.4904	4.07
$γ_{1}$	1.2654	1.88
$γ_{2}$	-1.3759	-1.47
$γ_{3}$	0.1213	0.17
$γ_{4}$	-0.1477	-0.21
$γ_{5}$	0.3114	0.59
$γ_{6}$	-0.0099	-0.02
$γ_{7}$	-0.7941	-1.41
$γ_{8}$	1.5956	2.18
$γ_{9}$	-2.0414	-2.22
$γ_{10}$	2.1310	2.00

V-Lab

Shift Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:59.39% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

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