Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8660	1.67
$α$	0.1351	2.69
$β$	0.1632	0.73
$γ_{1}$	31.5483	1.49
$γ_{2}$	-67.4554	-2.46
$γ_{3}$	60.0625	4.20
$γ_{4}$	-42.0045	-2.24
$γ_{5}$	29.6006	1.59
$γ_{6}$	-21.5056	-1.64
$γ_{7}$	31.9990	2.60
$γ_{8}$	-49.6062	-3.01
$γ_{9}$	44.6195	2.79
$γ_{10}$	-21.2341	-2.49

V-Lab

Agent IG Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.20% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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