Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.8546	4.49
$α$	0.1406	2.92
$β$	0.3257	2.11
$γ_{1}$	8.2205	2.63
$γ_{2}$	-13.6580	-2.83
$γ_{3}$	7.2790	1.91
$γ_{4}$	4.6158	1.35
$γ_{5}$	-16.3805	-3.30
$γ_{6}$	19.0766	2.94
$γ_{7}$	-15.0340	-2.48
$γ_{8}$	6.5207	1.22
$γ_{9}$	0.4885	0.12

V-Lab

Basis Corporation Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:22.36% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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