Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0699	4.19
$α$	0.1299	3.45
$β$	0.4464	3.62
$γ_{1}$	-1.1130	-1.10
$γ_{2}$	1.8610	1.18
$γ_{3}$	-0.7348	-0.61
$γ_{4}$	-0.8868	-0.82
$γ_{5}$	1.8393	2.26
$γ_{6}$	-1.5768	-1.85
$γ_{7}$	0.5146	0.60
$γ_{8}$	1.0245	1.65
$γ_{9}$	-1.8711	-3.31
$γ_{10}$	1.3021	3.13

V-Lab

Elan Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.76% (-0.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Elan Corp Analyses