Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.8644	5.63
$α$	0.2727	3.41
$β$	0.2113	1.93
$γ_{1}$	1.9250	1.13
$γ_{2}$	1.0204	0.41
$γ_{3}$	-6.8105	-5.17
$γ_{4}$	6.6746	5.44
$γ_{5}$	-4.2588	-2.87
$γ_{6}$	1.8302	1.23
$γ_{7}$	-0.6044	-0.45
$γ_{8}$	1.4107	0.66
$γ_{9}$	-3.6502	-1.19
$γ_{10}$	4.0125	1.52

V-Lab

Frontier Management Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.11% (+6.97%)

Date Range:

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News Impact Curve

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