Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3096	8.67
$α$	0.1235	7.82
$β$	0.7414	23.92
$γ_{1}$	-0.0244	-0.64
$γ_{2}$	0.1130	2.00
$γ_{3}$	-0.2252	-6.65
$γ_{4}$	0.2654	8.58
$γ_{5}$	-0.2034	-6.15
$γ_{6}$	0.0878	2.41
$γ_{7}$	0.0187	0.46
$γ_{8}$	-0.0861	-2.18
$γ_{9}$	0.0864	2.99

V-Lab

Noritz Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.77% (-0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Noritz Corp Analyses