Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2382	2.55
$α$	0.2243	4.46
$β$	0.5153	5.66
$γ_{1}$	-6.0588	-3.54
$γ_{2}$	11.4484	4.82
$γ_{3}$	-9.0670	-4.85
$γ_{4}$	5.6202	2.82
$γ_{5}$	-4.0889	-2.06
$γ_{6}$	4.0736	2.23
$γ_{7}$	-1.9331	-0.88
$γ_{8}$	0.5780	0.25
$γ_{9}$	-2.8241	-1.37
$γ_{10}$	5.1686	1.58

V-Lab

Sig Group Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:53.19% (-12.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sig Group Co Ltd Analyses