Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1261	2.51
$α$	0.1668	4.83
$β$	0.7908	19.19
$γ_{1}$	-5.0882	-4.47
$γ_{2}$	9.0303	5.61
$γ_{3}$	-6.8923	-5.67
$γ_{4}$	5.4267	4.17
$γ_{5}$	-4.0330	-3.01
$γ_{6}$	1.5412	1.23
$γ_{7}$	1.5607	0.94
$γ_{8}$	-3.1506	-1.52
$γ_{9}$	2.7958	1.53
$γ_{10}$	-3.6616	-2.23

V-Lab

Brangista Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.55% (-1.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Brangista Inc Analyses