Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	3.5652	2.06
$α$	0.4129	4.45
$β$	0.5448	8.83
$γ_{1}$	0.3738	1.88
$γ_{2}$	-0.6800	-2.41
$γ_{3}$	0.6702	3.77
$γ_{4}$	-0.5700	-2.91
$γ_{5}$	0.1247	0.47
$γ_{6}$	0.3417	1.19
$γ_{7}$	-0.5800	-2.30
$γ_{8}$	0.4154	1.77
$γ_{9}$	-0.0163	-0.09

V-Lab

Media Kobo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:13.10% (+0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Media Kobo Inc Analyses