Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3426	1.95
$α$	0.2284	7.38
$β$	0.7655	24.69
$γ_{1}$	-0.1087	-2.38
$γ_{2}$	0.1481	2.31
$γ_{3}$	-0.0808	-2.22
$γ_{4}$	0.0680	2.69

V-Lab

System D Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:41.65% (+20.39%)

Date Range:

Parameter Estimates

News Impact Curve

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