Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	4.6154	2.68
$α$	0.4500	4.47
$β$	0.4250	5.90
$γ_{1}$	4.6061	5.65
$γ_{2}$	-7.0992	-6.00
$γ_{3}$	4.5565	5.41
$γ_{4}$	-2.9591	-2.98
$γ_{5}$	0.8869	0.60
$γ_{6}$	-0.0820	-0.05
$γ_{7}$	-0.4702	-0.34
$γ_{8}$	1.8440	1.30
$γ_{9}$	-1.8907	-1.62

V-Lab

SCAT Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:24.30% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SCAT Inc Analyses