Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0287	3.96
$α$	0.2184	3.80
$β$	0.5120	5.10
$γ_{1}$	2.6510	2.88
$γ_{2}$	-4.7316	-3.37
$γ_{3}$	4.0488	4.20
$γ_{4}$	-2.6028	-3.03
$γ_{5}$	-0.1412	-0.15
$γ_{6}$	1.5925	1.64
$γ_{7}$	-1.0031	-1.39

V-Lab

Tdse Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:35.18% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tdse Inc Analyses