Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4122	2.52
$α$	0.2299	1.30
$β$	0.0527	0.42
$γ_{1}$	-7.2068	-0.75
$γ_{2}$	13.3105	0.97
$γ_{3}$	-12.8679	-2.32
$γ_{4}$	11.8043	4.53
$γ_{5}$	-3.1622	-1.10
$γ_{6}$	-6.6303	-1.66
$γ_{7}$	6.9824	1.81

V-Lab

Porters Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.76% (+5.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Porters Corp Analyses