Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8437	3.61
$α$	0.3435	3.09
$β$	0.4862	4.60
$γ_{1}$	1.5111	1.92
$γ_{2}$	-3.4181	-3.06
$γ_{3}$	4.0678	4.69
$γ_{4}$	-3.9215	-3.63
$γ_{5}$	2.7735	2.70
$γ_{6}$	-1.2995	-1.44
$γ_{7}$	-0.0974	-0.12
$γ_{8}$	1.0368	1.24
$γ_{9}$	-0.9728	-1.11
$γ_{10}$	-0.5063	-0.41

V-Lab

Extreme Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:69.04% (+6.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Extreme Co Ltd Analyses