Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9611	4.87
$α$	0.1334	2.04
$β$	0.2793	1.48
$γ_{1}$	-0.8997	-0.51
$γ_{2}$	-0.3210	-0.13
$γ_{3}$	2.6674	1.86
$γ_{4}$	-3.6326	-2.27
$γ_{5}$	4.6414	2.81
$γ_{6}$	-3.8868	-1.89
$γ_{7}$	2.9705	1.25
$γ_{8}$	-3.5863	-1.55
$γ_{9}$	3.1431	1.93

V-Lab

Base Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:31.08% (-3.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Base Inc Analyses