Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5862	4.39
$α$	0.2387	8.55
$β$	0.6653	20.18
$γ_{1}$	-0.0900	-0.68
$γ_{2}$	0.1351	0.71
$γ_{3}$	-0.0650	-0.48
$γ_{4}$	0.0482	0.31
$γ_{5}$	-0.0178	-0.10
$γ_{6}$	-0.2008	-0.90
$γ_{7}$	0.5367	2.21
$γ_{8}$	-0.6670	-2.98
$γ_{9}$	0.5848	2.78
$γ_{10}$	-0.3771	-2.73

V-Lab

Triis Incorporated Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.33% (-2.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Triis Incorporated Analyses