Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2324	7.39
$α$	0.2079	5.22
$β$	0.5670	10.53
$γ_{1}$	-0.0014	-0.03
$γ_{2}$	0.0336	0.52
$γ_{3}$	-0.1021	-2.09
$γ_{4}$	0.0946	1.90
$γ_{5}$	0.0225	0.42
$γ_{6}$	-0.1232	-2.10
$γ_{7}$	0.1715	3.35
$γ_{8}$	-0.1714	-3.71
$γ_{9}$	0.0977	2.63
$γ_{10}$	-0.0176	-0.69

V-Lab

Tayca Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:40.83% (+5.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tayca Corp Analyses