Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7139	6.74
$α$	0.2309	5.00
$β$	0.5556	8.89
$γ_{1}$	0.0217	0.35
$γ_{2}$	0.0195	0.20
$γ_{3}$	-0.0731	-1.05
$γ_{4}$	0.0531	0.75
$γ_{5}$	-0.0511	-0.64
$γ_{6}$	0.0845	1.03
$γ_{7}$	-0.2028	-2.54
$γ_{8}$	0.3447	3.65

V-Lab

J-Stream Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:25.50% (-2.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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