Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1943	8.05
$α$	0.1648	6.67
$β$	0.6085	11.56
$γ_{1}$	-0.1044	-2.11
$γ_{2}$	0.0137	0.18
$γ_{3}$	0.2676	3.89
$γ_{4}$	-0.2633	-2.74
$γ_{5}$	0.1014	1.03
$γ_{6}$	0.0344	0.49
$γ_{7}$	-0.1341	-2.20
$γ_{8}$	0.1137	1.57
$γ_{9}$	0.0440	0.38

V-Lab

Cresco Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:44.46% (-3.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cresco Ltd Analyses