Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2875	4.67
$α$	0.1877	4.37
$β$	0.3872	4.19
$γ_{1}$	0.3920	2.34
$γ_{2}$	-0.5631	-2.17
$γ_{3}$	0.3603	2.27
$γ_{4}$	-0.3405	-2.53
$γ_{5}$	0.2673	2.02
$γ_{6}$	-0.1512	-1.25
$γ_{7}$	-0.0679	-0.65
$γ_{8}$	0.2732	2.70
$γ_{9}$	-0.4579	-2.40

V-Lab

System Research Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:30.66% (-11.84%)

Date Range:

Parameter Estimates

News Impact Curve

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