Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0164	3.96
$α$	0.2140	3.83
$β$	0.5204	5.22
$γ_{1}$	2.6041	2.86
$γ_{2}$	-4.6478	-3.34
$γ_{3}$	3.9792	4.14
$γ_{4}$	-2.5212	-2.90
$γ_{5}$	-0.3690	-0.37
$γ_{6}$	2.3476	1.72
$γ_{7}$	-3.5238	-1.63

V-Lab

Tdse Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.70% (+3.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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