Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0895	5.31
$α$	0.2790	4.50
$β$	0.3009	3.17
$γ_{1}$	3.1930	2.06
$γ_{2}$	-4.4959	-1.80
$γ_{3}$	3.0695	2.03
$γ_{4}$	-5.2227	-5.69
$γ_{5}$	6.9009	7.86
$γ_{6}$	-5.5891	-5.35
$γ_{7}$	4.3225	4.18
$γ_{8}$	-4.0104	-4.36
$γ_{9}$	2.3633	2.81
$γ_{10}$	-0.4933	-0.77

V-Lab

Sys Holdings Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:33.68% (+7.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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