Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3990	2.65
$α$	0.3329	4.18
$β$	0.6192	9.46
$γ_{1}$	-0.0368	-0.42
$γ_{2}$	0.0642	0.47
$γ_{3}$	-0.0149	-0.15
$γ_{4}$	-0.0677	-0.77
$γ_{5}$	-0.0116	-0.13
$γ_{6}$	0.3204	2.54
$γ_{7}$	-0.5526	-3.51
$γ_{8}$	0.9359	6.72

V-Lab

GMO Internet Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:147.41% (-17.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO Internet Inc Analyses