Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.6546	5.67
$α$	0.3147	6.32
$β$	0.5198	10.14
$γ_{1}$	0.9196	3.60
$γ_{2}$	-1.1416	-2.76
$γ_{3}$	0.2800	1.08
$γ_{4}$	0.0158	0.08
$γ_{5}$	-0.3668	-1.06
$γ_{6}$	0.8190	1.91
$γ_{7}$	-1.1381	-3.53
$γ_{8}$	0.8801	4.06
$γ_{9}$	0.0199	0.08
$γ_{10}$	-0.7764	-1.92

V-Lab

Ntt Data Intramart Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:44.80% (-12.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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