Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.9883	4.44
$α$	0.3497	3.02
$β$	0.0443	0.44
$γ_{1}$	12.3164	5.61
$γ_{2}$	-17.4188	-5.11
$γ_{3}$	7.5426	2.71
$γ_{4}$	-3.3896	-1.14
$γ_{5}$	0.7831	0.22

V-Lab

Ridge-I Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:46.42% (-4.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ridge-I Inc Analyses