Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1266	5.96
$α$	0.0528	1.44
$β$	0.1475	0.43
$γ_{1}$	0.2292	0.12
$γ_{2}$	4.5515	1.29
$γ_{3}$	-8.0611	-2.07
$γ_{4}$	4.9849	1.21
$γ_{5}$	-3.6171	-1.06
$γ_{6}$	4.2292	1.51
$γ_{7}$	-6.6078	-2.00

V-Lab

Amiya Corporation Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:39.68% (+1.27%)

Date Range:

Parameter Estimates

News Impact Curve

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