Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4515	5.72
$α$	0.1925	2.23
$β$	0.0147	0.25
$γ_{1}$	-0.0076	-0.09
$γ_{2}$	0.1067	0.79
$γ_{3}$	-0.3782	-2.42

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Management Solutio Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:51.19% (+21.10%)

Date Range:

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