Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2471	4.38
$α$	0.1854	5.66
$β$	0.6572	12.49
$γ_{1}$	-0.1349	-1.33
$γ_{2}$	0.2300	1.50
$γ_{3}$	-0.1641	-1.38
$γ_{4}$	0.1078	0.75
$γ_{5}$	-0.1407	-0.94
$γ_{6}$	0.2972	2.45
$γ_{7}$	-0.4532	-3.41
$γ_{8}$	0.5558	4.45
$γ_{9}$	-0.6642	-4.28

V-Lab

Tosnet Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:20.75% (+8.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tosnet Corp Analyses