Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.5260	2.16
$α$	0.4105	4.40
$β$	0.5443	8.65
$γ_{1}$	0.3950	2.02
$γ_{2}$	-0.7124	-2.55
$γ_{3}$	0.6886	3.90
$γ_{4}$	-0.5796	-2.98
$γ_{5}$	0.1222	0.46
$γ_{6}$	0.3635	1.26
$γ_{7}$	-0.6436	-2.48
$γ_{8}$	0.5880	2.13
$γ_{9}$	-0.4804	-1.36

V-Lab

Media Kobo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:9.31% (-1.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Media Kobo Inc Analyses