Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0204	3.41
$α$	0.1552	2.40
$β$	0.0048	0.07
$γ_{1}$	-3.1739	-1.38
$γ_{2}$	5.3993	1.83
$γ_{3}$	-4.4730	-3.28
$γ_{4}$	4.3141	2.96
$γ_{5}$	-3.0873	-2.47
$γ_{6}$	1.2086	0.96
$γ_{7}$	0.0995	0.06
$γ_{8}$	-0.6167	-0.33
$γ_{9}$	-0.3211	-0.21
$γ_{10}$	1.4056	1.24

V-Lab

Management Solutio Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:33.87% (+1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Management Solutio Analyses