Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2781	2.64
$α$	0.2318	4.43
$β$	0.5001	5.52
$γ_{1}$	-5.7666	-3.46
$γ_{2}$	10.9779	4.71
$γ_{3}$	-8.7564	-4.72
$γ_{4}$	5.3881	2.73
$γ_{5}$	-3.9017	-1.99
$γ_{6}$	3.8674	2.12
$γ_{7}$	-1.5945	-0.71
$γ_{8}$	-0.0506	-0.02
$γ_{9}$	-1.5606	-0.83
$γ_{10}$	2.1023	1.25

V-Lab

Sig Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:47.14% (-14.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sig Group Co Ltd Analyses