Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6625	3.75
$α$	0.0502	1.44
$β$	0.2563	0.66
$γ_{1}$	-2.6439	-1.40
$γ_{2}$	2.4871	0.92
$γ_{3}$	2.0862	1.36
$γ_{4}$	-5.3418	-3.20
$γ_{5}$	5.7483	2.76
$γ_{6}$	-2.9199	-1.54
$γ_{7}$	1.4800	0.74
$γ_{8}$	-2.8353	-1.14
$γ_{9}$	3.7063	1.25

V-Lab

Hennge K.K. Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:42.06% (+1.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hennge K.K. Analyses