Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3685	4.77
$α$	0.1931	6.28
$β$	0.6794	17.06
$γ_{1}$	0.0479	0.62
$γ_{2}$	-0.0764	-0.54
$γ_{3}$	0.1324	0.97
$γ_{4}$	-0.2320	-2.13
$γ_{5}$	0.2741	2.94
$γ_{6}$	-0.2294	-2.79
$γ_{7}$	0.1249	1.91
$γ_{8}$	-0.0697	-1.66

V-Lab

Computer Institute Of Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:33.35% (-2.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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