Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0807	4.62
$α$	0.3123	3.40
$β$	0.4400	4.15
$γ_{1}$	7.9445	3.83
$γ_{2}$	-12.3682	-3.62
$γ_{3}$	9.1729	2.80
$γ_{4}$	-9.0418	-2.29
$γ_{5}$	7.9935	1.83
$γ_{6}$	-8.4385	-2.05
$γ_{7}$	10.2857	2.98
$γ_{8}$	-11.0550	-3.11

V-Lab

Cacco Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:38.56% (-4.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cacco Inc Analyses