Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9978	5.57
$α$	0.1848	7.06
$β$	0.6650	16.63
$γ_{1}$	-0.0567	-1.12
$γ_{2}$	0.1108	1.51
$γ_{3}$	-0.0814	-1.73
$γ_{4}$	0.0092	0.19
$γ_{5}$	0.0473	0.79
$γ_{6}$	-0.0609	-0.86
$γ_{7}$	0.0528	0.77
$γ_{8}$	-0.0684	-1.28
$γ_{9}$	0.1387	2.84
$γ_{10}$	-0.1366	-2.97

V-Lab

SAXA Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.88% (+3.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAXA Inc Analyses