Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1816	1.61
$α$	0.3071	4.74
$β$	0.5407	8.83
$γ_{1}$	-2.6302	-1.12
$γ_{2}$	4.6045	1.46
$γ_{3}$	-3.2465	-1.65
$γ_{4}$	2.2707	1.02
$γ_{5}$	-1.6422	-0.70
$γ_{6}$	2.3277	0.99
$γ_{7}$	-4.9286	-2.71
$γ_{8}$	6.0082	5.48
$γ_{9}$	-3.7047	-4.56

V-Lab

CRAVIA Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:65.28% (-2.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CRAVIA Inc Analyses