Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5046	7.30
$α$	0.1353	7.76
$β$	0.6883	15.74
$γ_{1}$	0.0021	0.04
$γ_{2}$	-0.1228	-1.61
$γ_{3}$	0.2946	5.61
$γ_{4}$	-0.3086	-5.42
$γ_{5}$	0.2496	4.11
$γ_{6}$	-0.1957	-2.39
$γ_{7}$	0.1576	1.53
$γ_{8}$	-0.1139	-1.01
$γ_{9}$	-0.0080	-0.08
$γ_{10}$	0.0867	1.25

V-Lab

LY Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:44.09% (-3.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LY Corp Analyses