Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4121	2.51
$α$	0.2332	1.32
$β$	0.0531	0.42
$γ_{1}$	-7.1867	-0.74
$γ_{2}$	13.2110	0.96
$γ_{3}$	-12.6192	-2.27
$γ_{4}$	11.2520	4.28
$γ_{5}$	-1.9619	-0.61
$γ_{6}$	-9.4596	-1.76
$γ_{7}$	15.2307	1.80

V-Lab

Porters Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:58.57% (+23.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Porters Corp Analyses