Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3801	4.11
$α$	0.0674	1.54
$β$	0.2201	0.79
$γ_{1}$	4.9866	0.68
$γ_{2}$	-10.7834	-1.01
$γ_{3}$	19.6213	3.07
$γ_{4}$	-27.5207	-4.07
$γ_{5}$	24.9691	3.15
$γ_{6}$	-25.9258	-3.18
$γ_{7}$	27.6220	3.37
$γ_{8}$	-18.1301	-1.69

V-Lab

Cover Corporation Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:50.70% (-0.34%)

Date Range:

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News Impact Curve

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