Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7703	3.01
$α$	0.1962	3.13
$β$	0.7191	7.37
$γ_{1}$	0.5971	2.79
$γ_{2}$	-0.8670	-2.80
$γ_{3}$	0.4347	2.02
$γ_{4}$	-0.6061	-1.93

V-Lab

Shanon Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:52.97% (+5.08%)

Date Range:

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