Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4591	2.85
$α$	0.2699	3.34
$β$	0.1454	1.88
$γ_{1}$	0.4412	1.62
$γ_{2}$	-0.6906	-1.71
$γ_{3}$	0.3236	1.30
$γ_{4}$	-0.0721	-0.32
$γ_{5}$	0.1031	0.36
$γ_{6}$	-0.5088	-1.28

V-Lab

Yamashin-Filter Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:39.37% (+11.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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