Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0913	6.11
$α$	0.2719	8.93
$β$	0.4887	10.87
$γ_{1}$	0.0816	0.91
$γ_{2}$	-0.1062	-0.79
$γ_{3}$	-0.0223	-0.30
$γ_{4}$	0.1162	1.67
$γ_{5}$	-0.0909	-1.08
$γ_{6}$	-0.1087	-1.27
$γ_{7}$	0.3455	4.50
$γ_{8}$	-0.3755	-4.27
$γ_{9}$	0.1992	2.20
$γ_{10}$	-0.0224	-0.25

V-Lab

ADR120S Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:18.50% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ADR120S Inc Analyses