Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8844	1.47
$α$	0.3280	5.29
$β$	0.5560	9.59
$γ_{1}$	-1.7599	-0.76
$γ_{2}$	2.9285	0.92
$γ_{3}$	-2.1028	-1.40
$γ_{4}$	1.4556	1.25
$γ_{5}$	-0.6516	-0.65
$γ_{6}$	0.6766	0.57
$γ_{7}$	-2.3524	-2.01
$γ_{8}$	5.9529	4.79

V-Lab

BBD Initiative Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:80.70% (-2.80%)

Date Range:

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News Impact Curve

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