Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3648	1.41
$α$	0.8725	5.73
$β$	0.0415	1.16
$γ_{1}$	-3.7484	-0.98
$γ_{2}$	4.3292	0.75
$γ_{3}$	-1.2977	-0.25
$γ_{4}$	6.6780	1.42
$γ_{5}$	-14.9131	-3.95
$γ_{6}$	15.3306	3.02
$γ_{7}$	-8.1828	-1.01
$γ_{8}$	-2.7258	-0.24

V-Lab

Global Communication Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:19.18% (-4.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Global Communication Analyses