Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8831	4.82
$α$	0.1777	6.40
$β$	0.6308	13.70
$γ_{1}$	0.2197	1.87
$γ_{2}$	-0.3848	-1.91
$γ_{3}$	0.2383	1.65
$γ_{4}$	0.0269	0.22
$γ_{5}$	-0.2957	-2.04
$γ_{6}$	0.3461	2.83
$γ_{7}$	-0.2587	-2.52
$γ_{8}$	0.2094	1.87
$γ_{9}$	-0.1717	-1.39
$γ_{10}$	-0.0256	-0.11

V-Lab

Creek & River Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:19.63% (+3.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Creek & River Co Ltd Analyses