Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2518	2.78
$α$	0.2332	3.18
$β$	0.4188	3.40
$γ_{1}$	1.0742	0.27
$γ_{2}$	2.0384	0.37
$γ_{3}$	-9.9035	-2.90
$γ_{4}$	12.7526	3.76
$γ_{5}$	-10.4685	-2.65
$γ_{6}$	10.2340	1.97
$γ_{7}$	-10.8281	-1.60
$γ_{8}$	6.7673	1.10
$γ_{9}$	-0.1164	-0.02
$γ_{10}$	-12.5660	-1.07

V-Lab

Creema Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:9.33% (+1.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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