Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2163	3.59
$α$	0.1786	5.10
$β$	0.6762	13.88
$γ_{1}$	-0.4922	-2.28
$γ_{2}$	0.9911	3.16
$γ_{3}$	-1.0207	-4.47
$γ_{4}$	0.9547	3.82
$γ_{5}$	-0.6037	-2.26
$γ_{6}$	0.1089	0.43
$γ_{7}$	0.0920	0.43
$γ_{8}$	0.0129	0.10

V-Lab

Ill Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:40.17% (+3.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ill Inc Analyses