Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0336	4.56
$α$	0.3042	3.63
$β$	0.4570	4.62
$γ_{1}$	7.7637	3.70
$γ_{2}$	-12.0940	-3.50
$γ_{3}$	8.9953	2.71
$γ_{4}$	-8.8541	-2.22
$γ_{5}$	7.6834	1.76
$γ_{6}$	-7.6443	-1.85
$γ_{7}$	8.1424	2.43
$γ_{8}$	-5.5640	-2.66

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Cacco Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:57.13% (+2.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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