Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1994	3.62
$α$	0.1750	5.17
$β$	0.6778	13.96
$γ_{1}$	-0.4995	-2.34
$γ_{2}$	1.0024	3.23
$γ_{3}$	-1.0255	-4.53
$γ_{4}$	0.9511	3.83
$γ_{5}$	-0.5867	-2.19
$γ_{6}$	0.0639	0.25
$γ_{7}$	0.2079	0.89
$γ_{8}$	-0.3061	-1.34

V-Lab

Ill Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:32.21% (-4.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ill Inc Analyses