Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1364	5.41
$α$	0.2830	4.55
$β$	0.2980	3.15
$γ_{1}$	3.3213	2.14
$γ_{2}$	-4.7065	-1.88
$γ_{3}$	3.2351	2.14
$γ_{4}$	-5.3916	-5.86
$γ_{5}$	7.0698	7.99
$γ_{6}$	-5.7590	-5.48
$γ_{7}$	4.5208	4.32
$γ_{8}$	-4.3105	-4.45
$γ_{9}$	2.9302	2.53
$γ_{10}$	-1.8854	-0.94

V-Lab

Sys Holdings Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.32% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sys Holdings Co Analyses