Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.9979	2.34
$α$	0.4469	3.00
$β$	0.4726	2.93
$γ_{1}$	5.1632	1.36
$γ_{2}$	-7.2964	-1.33
$γ_{3}$	-0.0664	-0.02
$γ_{4}$	4.6007	1.14
$γ_{5}$	1.0559	0.19
$γ_{6}$	-11.1736	-1.37
$γ_{7}$	16.0986	2.04
$γ_{8}$	-13.3458	-2.38
$γ_{9}$	6.0501	1.48

V-Lab

Betrend Corporation Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:29.91% (-3.16%)

Date Range:

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News Impact Curve

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