Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6605	3.08
$α$	0.0857	0.60
$β$	0.0000	0.00
$γ_{1}$	-534.6140	-2.29
$γ_{2}$	813.3489	2.38
$γ_{3}$	-239.7745	-0.81
$γ_{4}$	-414.6036	-1.01
$γ_{5}$	724.9357	1.91
$γ_{6}$	-420.8648	-1.97
$γ_{7}$	59.4034	0.77

V-Lab

Lipps Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.95% (+1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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