Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9201	3.55
$α$	0.0388	1.31
$β$	0.5008	1.09
$γ_{1}$	-3.1133	-2.20
$γ_{2}$	5.3649	2.95
$γ_{3}$	-4.0944	-5.16
$γ_{4}$	2.9591	4.10
$γ_{5}$	-1.4416	-1.91
$γ_{6}$	0.3378	0.37
$γ_{7}$	-0.1150	-0.09

V-Lab

Jmdc Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:36.35% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jmdc Inc Analyses