Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9667	3.43
$α$	0.1833	5.33
$β$	0.6736	11.35
$γ_{1}$	0.7544	0.40
$γ_{2}$	-0.5107	-0.18
$γ_{3}$	0.6317	0.35
$γ_{4}$	-3.6762	-2.29
$γ_{5}$	6.8963	4.44
$γ_{6}$	-7.7958	-4.32
$γ_{7}$	5.1591	2.97
$γ_{8}$	-1.3577	-1.08
$γ_{9}$	0.0994	0.09
$γ_{10}$	-0.4132	-0.42

V-Lab

Bbreak Systems Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:34.97% (-2.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bbreak Systems Analyses