Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4866	2.70
$α$	0.1239	4.07
$β$	0.8158	15.05
$γ_{1}$	-0.2713	-1.35
$γ_{2}$	0.4449	1.50
$γ_{3}$	-0.3192	-1.56
$γ_{4}$	0.3127	1.58
$γ_{5}$	-0.5093	-2.31
$γ_{6}$	0.6819	3.66
$γ_{7}$	-0.2187	-1.52
$γ_{8}$	-0.3672	-2.16
$γ_{9}$	0.2946	1.38
$γ_{10}$	0.0810	0.32

V-Lab

Business Engineering Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:60.26% (+8.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Business Engineering Corp Analyses