Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4836	5.10
$α$	0.1978	2.59
$β$	0.3042	2.08
$γ_{1}$	2.9972	2.24
$γ_{2}$	-5.3867	-2.71
$γ_{3}$	4.6337	4.39
$γ_{4}$	-3.8887	-4.30
$γ_{5}$	2.6533	2.78
$γ_{6}$	-1.9735	-2.32
$γ_{7}$	1.5673	1.89
$γ_{8}$	-0.6320	-1.02

V-Lab

Port Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:43.83% (+2.86%)

Date Range:

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News Impact Curve

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