Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3291	4.21
$α$	0.4518	5.65
$β$	0.4071	6.50
$γ_{1}$	-0.0383	-0.28
$γ_{2}$	0.0433	0.21
$γ_{3}$	0.0143	0.09
$γ_{4}$	0.0060	0.04
$γ_{5}$	-0.1224	-0.63
$γ_{6}$	0.2923	1.34
$γ_{7}$	-0.4477	-2.17
$γ_{8}$	0.3352	1.46
$γ_{9}$	0.1160	0.41
$γ_{10}$	-0.3535	-1.53

V-Lab

DEF Consulting Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:92.38% (-15.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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