Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9494	3.49
$α$	0.1739	5.31
$β$	0.6780	11.12
$γ_{1}$	0.8471	0.45
$γ_{2}$	-0.6756	-0.24
$γ_{3}$	0.7608	0.43
$γ_{4}$	-3.7720	-2.41
$γ_{5}$	6.9322	4.57
$γ_{6}$	-7.7024	-4.36
$γ_{7}$	4.8208	2.84
$γ_{8}$	-0.5156	-0.42
$γ_{9}$	-1.8758	-1.57
$γ_{10}$	4.4698	2.13

V-Lab

Bbreak Systems Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:75.68% (+34.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bbreak Systems Analyses