Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8941	4.25
$α$	0.1211	3.17
$β$	0.4344	2.77
$γ_{1}$	-3.5703	-2.23
$γ_{2}$	6.9421	3.19
$γ_{3}$	-5.6468	-4.42
$γ_{4}$	1.9506	1.60
$γ_{5}$	2.0077	1.59
$γ_{6}$	-4.0126	-2.42
$γ_{7}$	5.4896	3.31
$γ_{8}$	-5.6625	-3.32
$γ_{9}$	3.6293	2.28
$γ_{10}$	-1.3904	-1.50

V-Lab

Property Data Bank Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:58.28% (+9.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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