Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.9869	4.44
$α$	0.3486	3.01
$β$	0.0455	0.46
$γ_{1}$	12.3566	5.60
$γ_{2}$	-17.5176	-5.11
$γ_{3}$	7.7397	2.80
$γ_{4}$	-3.8579	-1.43
$γ_{5}$	1.9843	1.08

V-Lab

Ridge-I Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:39.17% (-2.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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