Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0524	6.52
$α$	0.1453	8.39
$β$	0.6463	15.78
$γ_{1}$	-0.1953	-2.78
$γ_{2}$	0.2875	2.75
$γ_{3}$	-0.1005	-1.37
$γ_{4}$	-0.0166	-0.21
$γ_{5}$	0.0407	0.42
$γ_{6}$	-0.1040	-1.01
$γ_{7}$	0.2485	2.82
$γ_{8}$	-0.2745	-3.33
$γ_{9}$	0.1465	1.84
$γ_{10}$	-0.0224	-0.39

V-Lab

Justsystems Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:49.24% (+11.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Justsystems Corp Analyses