Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9699	2.42
$α$	0.2795	5.91
$β$	0.5868	9.34
$γ_{1}$	0.5772	0.40
$γ_{2}$	-0.2652	-0.12
$γ_{3}$	-0.9769	-0.70
$γ_{4}$	2.0818	1.86
$γ_{5}$	-3.7634	-2.81
$γ_{6}$	4.6381	3.03
$γ_{7}$	-4.0570	-2.44
$γ_{8}$	3.2116	2.00
$γ_{9}$	-3.0741	-1.74

V-Lab

Ms&Consulting Co L Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:14.32% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ms&Consulting Co L Analyses