Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0972	3.72
$α$	0.2663	6.26
$β$	0.6508	14.97
$γ_{1}$	0.1442	0.63
$γ_{2}$	-0.2080	-0.57
$γ_{3}$	-0.0736	-0.24
$γ_{4}$	0.4312	1.53
$γ_{5}$	-0.6348	-2.52
$γ_{6}$	0.7151	2.82
$γ_{7}$	-0.8115	-3.80
$γ_{8}$	0.6881	3.29
$γ_{9}$	-0.2319	-0.99
$γ_{10}$	-0.0531	-0.32

V-Lab

Systems Design Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:36.29% (+4.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Systems Design Co Analyses