Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8828	3.63
$α$	0.1354	2.49
$β$	0.1867	1.22
$γ_{1}$	1.4379	1.11
$γ_{2}$	-2.6398	-1.57
$γ_{3}$	2.2465	2.17
$γ_{4}$	-2.3187	-2.44
$γ_{5}$	2.8648	2.94
$γ_{6}$	-3.1888	-3.64
$γ_{7}$	1.9958	2.90
$γ_{8}$	0.6445	0.91
$γ_{9}$	-2.1992	-2.43
$γ_{10}$	1.6529	0.95

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Aucnet Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:47.02% (+14.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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