Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9199	3.60
$α$	0.2022	4.09
$β$	0.6760	10.52
$γ_{1}$	0.8624	1.33
$γ_{2}$	-1.0492	-1.00
$γ_{3}$	-0.1949	-0.25
$γ_{4}$	0.7321	1.17
$γ_{5}$	0.0897	0.17
$γ_{6}$	-1.6347	-2.27
$γ_{7}$	2.5650	2.42

V-Lab

Jmc Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.75% (+6.81%)

Date Range:

Parameter Estimates

News Impact Curve

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