Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9832	7.90
$α$	0.1156	7.14
$β$	0.8007	38.64
$γ_{1}$	-0.0583	-1.50
$γ_{2}$	0.1474	2.52
$γ_{3}$	-0.1897	-4.12
$γ_{4}$	0.1402	2.86
$γ_{5}$	-0.0048	-0.11
$γ_{6}$	-0.0958	-2.42
$γ_{7}$	0.0914	2.43
$γ_{8}$	-0.0420	-1.08
$γ_{9}$	0.0172	0.39
$γ_{10}$	0.0002	0.01

V-Lab

Dic Corporation Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:33.41% (-3.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dic Corporation Analyses