Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4390	3.97
$α$	0.1777	6.69
$β$	0.7352	22.09
$γ_{1}$	-0.1538	-1.16
$γ_{2}$	0.1655	0.88
$γ_{3}$	0.0801	0.53
$γ_{4}$	-0.2470	-1.40
$γ_{5}$	0.3617	2.30
$γ_{6}$	-0.3921	-3.27
$γ_{7}$	0.3531	2.65
$γ_{8}$	-0.4021	-2.52
$γ_{9}$	0.3964	2.52
$γ_{10}$	-0.2002	-0.82

V-Lab

Scala Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.61% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

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