Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3702	4.05
$α$	0.0675	1.55
$β$	0.2330	0.84
$γ_{1}$	4.7616	0.64
$γ_{2}$	-10.4279	-0.97
$γ_{3}$	19.3613	3.02
$γ_{4}$	-27.2513	-4.02
$γ_{5}$	24.6557	3.11
$γ_{6}$	-25.4780	-3.19
$γ_{7}$	26.7907	3.90
$γ_{8}$	-16.1296	-3.46

V-Lab

Cover Corporation Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:53.75% (+1.94%)

Date Range:

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