Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6030	3.86
$α$	0.1934	4.91
$β$	0.6808	10.59
$γ_{1}$	-0.5346	-3.13
$γ_{2}$	0.7498	2.94
$γ_{3}$	-0.3278	-1.97
$γ_{4}$	0.2038	1.28
$γ_{5}$	-0.2493	-1.50
$γ_{6}$	0.3463	2.02
$γ_{7}$	-0.3363	-1.84
$γ_{8}$	0.2907	1.38
$γ_{9}$	-0.2659	-1.25
$γ_{10}$	0.1746	1.31

V-Lab

Kitac Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:31.26% (+0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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