Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8280	3.77
$α$	0.2779	3.73
$β$	0.2298	2.43
$γ_{1}$	3.4254	1.92
$γ_{2}$	-8.8302	-3.68
$γ_{3}$	10.3966	5.76
$γ_{4}$	-7.2780	-3.47
$γ_{5}$	3.2238	1.18
$γ_{6}$	-3.0334	-0.88
$γ_{7}$	4.7195	1.61
$γ_{8}$	-4.6308	-2.37
$γ_{9}$	2.7439	1.62
$γ_{10}$	-0.5871	-0.52

V-Lab

Stemrim Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:32.99% (+0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Stemrim Analyses