Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1412	4.25
$α$	0.1228	8.10
$β$	0.7872	30.87
$γ_{1}$	0.0212	0.60
$γ_{2}$	-0.0000	-0.00
$γ_{3}$	-0.0550	-2.10
$γ_{4}$	0.0874	3.60
$γ_{5}$	-0.1316	-5.57
$γ_{6}$	0.1518	5.74
$γ_{7}$	-0.1289	-4.42
$γ_{8}$	0.1109	2.46

V-Lab

Cmk Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:58.18% (-4.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cmk Corp Analyses