Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7085	3.28
$α$	0.2710	3.63
$β$	0.2065	2.15
$γ_{1}$	1.9912	1.03
$γ_{2}$	-6.9420	-2.71
$γ_{3}$	9.8195	5.51
$γ_{4}$	-7.1120	-3.46
$γ_{5}$	3.1179	1.16
$γ_{6}$	-2.8461	-0.84
$γ_{7}$	4.3658	1.51
$γ_{8}$	-3.8862	-1.98
$γ_{9}$	1.0351	0.59
$γ_{10}$	3.5613	1.80

V-Lab

Stemrim Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:45.00% (+1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Stemrim Analyses