Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8709	3.60
$α$	0.1356	2.50
$β$	0.1880	1.23
$γ_{1}$	1.3493	1.04
$γ_{2}$	-2.4986	-1.48
$γ_{3}$	2.1506	2.07
$γ_{4}$	-2.2372	-2.36
$γ_{5}$	2.7947	2.88
$γ_{6}$	-3.1348	-3.59
$γ_{7}$	1.9652	2.88
$γ_{8}$	0.6433	0.95
$γ_{9}$	-2.1523	-3.11
$γ_{10}$	1.5107	2.96

V-Lab

Aucnet Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:46.67% (+15.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aucnet Inc Analyses