Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1912	4.35
$α$	0.1548	3.15
$β$	0.2601	1.91
$γ_{1}$	-0.0119	-0.10
$γ_{2}$	0.0839	0.48
$γ_{3}$	-0.1823	-1.40
$γ_{4}$	0.1775	1.86

V-Lab

BayCurrent Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:60.00% (-18.46%)

Date Range:

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