Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4873	2.73
$α$	0.1223	3.99
$β$	0.8159	14.73
$γ_{1}$	-0.2544	-1.28
$γ_{2}$	0.4134	1.41
$γ_{3}$	-0.2909	-1.44
$γ_{4}$	0.2863	1.46
$γ_{5}$	-0.4837	-2.21
$γ_{6}$	0.6537	3.52
$γ_{7}$	-0.1861	-1.32
$γ_{8}$	-0.4115	-2.60
$γ_{9}$	0.3810	2.04
$γ_{10}$	-0.1462	-1.02

V-Lab

Business Engineering Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:54.23% (-1.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Business Engineering Corp Analyses