Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4866	3.94
$α$	0.2529	4.57
$β$	0.5210	6.94
$γ_{1}$	0.3485	1.32
$γ_{2}$	-0.2859	-0.71
$γ_{3}$	-0.2069	-0.75
$γ_{4}$	0.1694	0.55
$γ_{5}$	0.2044	0.63
$γ_{6}$	-0.6147	-2.51
$γ_{7}$	0.6338	3.17
$γ_{8}$	-0.5775	-3.24
$γ_{9}$	0.8390	5.40
$γ_{10}$	-0.7305	-6.90

V-Lab

Nic Autotec Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.11% (+1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nic Autotec Inc Analyses