Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5278	6.61
$α$	0.1123	2.71
$β$	0.4288	2.14
$γ_{1}$	-2.3448	-2.00
$γ_{2}$	1.5780	0.91
$γ_{3}$	3.0244	2.02
$γ_{4}$	-4.4074	-2.00
$γ_{5}$	2.3028	1.03
$γ_{6}$	0.3210	0.18
$γ_{7}$	0.0713	0.05
$γ_{8}$	-2.5715	-2.03
$γ_{9}$	7.4126	3.58

V-Lab

Sansan Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:92.16% (-7.87%)

Date Range:

Parameter Estimates

News Impact Curve

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