Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3461	1.94
$α$	0.2305	7.43
$β$	0.7639	24.53
$γ_{1}$	-0.1192	-2.59
$γ_{2}$	0.1683	2.58
$γ_{3}$	-0.1094	-2.66
$γ_{4}$	0.1440	2.67

V-Lab

System D Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.03% (-1.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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