Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4221	9.07
$α$	0.1242	5.61
$β$	0.6399	11.38
$γ_{1}$	-0.1092	-2.54
$γ_{2}$	0.2137	2.79
$γ_{3}$	-0.1625	-1.96
$γ_{4}$	0.1053	1.24
$γ_{5}$	-0.0873	-1.39
$γ_{6}$	0.0483	0.89
$γ_{7}$	0.0078	0.14
$γ_{8}$	-0.0083	-0.11

V-Lab

Rorze Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:57.40% (-3.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rorze Corp Analyses