Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4560	10.54
$α$	0.1492	6.75
$β$	0.6344	14.81
$γ_{1}$	0.0876	4.86
$γ_{2}$	-0.1533	-5.04
$γ_{3}$	0.1220	5.41
$γ_{4}$	-0.1001	-5.33
$γ_{5}$	0.0595	3.12
$γ_{6}$	-0.0050	-0.21
$γ_{7}$	-0.0386	-0.99

V-Lab

Ahresty Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:56.65% (-8.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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