Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7669	3.32
$α$	0.1558	8.53
$β$	0.7805	33.34
$γ_{1}$	0.0230	0.16
$γ_{2}$	-0.3095	-1.36
$γ_{3}$	0.6921	3.76
$γ_{4}$	-0.7311	-5.34
$γ_{5}$	0.5013	4.60
$γ_{6}$	-0.2425	-2.45
$γ_{7}$	0.1667	1.42
$γ_{8}$	-0.2649	-1.83
$γ_{9}$	0.2885	1.96
$γ_{10}$	-0.3188	-1.47

V-Lab

Pack Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:29.02% (+9.32%)

Date Range:

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