Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.9687	4.80
$α$	0.3440	5.80
$β$	0.5005	8.00
$γ_{1}$	1.7238	3.87
$γ_{2}$	-2.4460	-3.02
$γ_{3}$	1.4524	1.98
$γ_{4}$	-1.6322	-2.92
$γ_{5}$	1.3833	2.93
$γ_{6}$	-0.2853	-0.53
$γ_{7}$	0.5408	0.72

V-Lab

C.E. Management Integrated Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:55.70% (-10.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other C.E. Management Integrated Analyses