Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5785	7.74
$α$	0.1666	6.15
$β$	0.6428	10.93
$γ_{1}$	-0.1184	-1.53
$γ_{2}$	0.0826	0.66
$γ_{3}$	0.2083	2.03
$γ_{4}$	-0.3445	-3.63
$γ_{5}$	0.2241	2.32
$γ_{6}$	0.0433	0.42
$γ_{7}$	-0.1301	-1.33
$γ_{8}$	-0.0967	-1.16
$γ_{9}$	0.3193	4.37
$γ_{10}$	-0.3535	-3.73

V-Lab

Id Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.87% (+1.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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