Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6379	3.69
$α$	0.3959	4.44
$β$	0.4266	6.39
$γ_{1}$	-0.4112	-2.58
$γ_{2}$	0.6807	2.90
$γ_{3}$	-0.2771	-1.71
$γ_{4}$	-0.0534	-0.31
$γ_{5}$	0.0509	0.29
$γ_{6}$	-0.1361	-0.80
$γ_{7}$	0.4820	2.70
$γ_{8}$	-0.6842	-3.09
$γ_{9}$	0.4808	2.34
$γ_{10}$	0.1111	0.36

V-Lab

Yamada Servicer Synthetic Office Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:16.46% (-0.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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