Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4048	4.03
$α$	0.2587	2.51
$β$	0.3926	2.56
$γ_{1}$	-7.4922	-0.77
$γ_{2}$	21.7416	1.46
$γ_{3}$	-28.2223	-2.82
$γ_{4}$	26.4285	2.96
$γ_{5}$	-23.6585	-2.91
$γ_{6}$	31.6110	4.20
$γ_{7}$	-50.8652	-6.02
$γ_{8}$	60.4107	5.54
$γ_{9}$	-54.0888	-2.80

V-Lab

Note Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:72.66% (-10.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Note Inc Analyses