Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8776	7.46
$α$	0.1165	7.06
$β$	0.7966	37.41
$γ_{1}$	-0.0955	-2.48
$γ_{2}$	0.2031	3.50
$γ_{3}$	-0.2215	-4.85
$γ_{4}$	0.1619	3.36
$γ_{5}$	-0.0167	-0.39
$γ_{6}$	-0.0932	-2.39
$γ_{7}$	0.0932	2.50
$γ_{8}$	-0.0387	-0.98
$γ_{9}$	-0.0026	-0.05
$γ_{10}$	0.0621	1.01

V-Lab

Dic Corporation Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.88% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dic Corporation Analyses