Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.2664	3.75
$α$	0.4597	3.77
$β$	0.3629	3.71
$γ_{1}$	-0.0620	-0.31
$γ_{2}$	0.2239	0.70
$γ_{3}$	-0.2156	-1.12
$γ_{4}$	0.0905	0.68
$γ_{5}$	0.2013	1.67
$γ_{6}$	-0.5233	-5.19
$γ_{7}$	0.2364	1.73
$γ_{8}$	0.1241	0.88
$γ_{9}$	-0.0473	-0.45

V-Lab

Haba Laboratories Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:11.50% (-1.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Haba Laboratories Analyses