Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2202	6.09
$α$	0.2120	6.02
$β$	0.5442	9.04
$γ_{1}$	0.1190	0.49
$γ_{2}$	-0.1093	-0.30
$γ_{3}$	-0.1262	-0.57
$γ_{4}$	0.3026	1.58
$γ_{5}$	-0.4945	-2.51
$γ_{6}$	0.7642	3.20
$γ_{7}$	-1.2290	-3.19

V-Lab

JSS Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:12.24% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JSS Corp Analyses