Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2860	6.15
$α$	0.1742	7.07
$β$	0.4830	6.69
$γ_{1}$	-0.0341	-0.59
$γ_{2}$	0.1578	1.88
$γ_{3}$	-0.2443	-4.31
$γ_{4}$	0.2495	4.98
$γ_{5}$	-0.2182	-5.14
$γ_{6}$	0.1338	3.14
$γ_{7}$	-0.1001	-1.90
$γ_{8}$	0.1255	1.72

V-Lab

Bml Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:23.25% (-0.89%)

Date Range:

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News Impact Curve

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