Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9471	2.35
$α$	0.2159	5.43
$β$	0.5939	8.95
$γ_{1}$	2.7522	0.53
$γ_{2}$	-0.3424	-0.04
$γ_{3}$	-8.3119	-1.00
$γ_{4}$	13.9449	1.68
$γ_{5}$	-16.8488	-2.29
$γ_{6}$	17.3837	2.09
$γ_{7}$	-11.1747	-1.43
$γ_{8}$	1.8587	0.37
$γ_{9}$	-0.4758	-0.12
$γ_{10}$	0.3442	0.05

V-Lab

Liberta Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:76.87% (+0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Liberta Co Ltd Analyses