Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4852	5.06
$α$	0.1941	2.55
$β$	0.3252	2.19
$γ_{1}$	3.0225	2.23
$γ_{2}$	-5.4352	-2.71
$γ_{3}$	4.6884	4.42
$γ_{4}$	-3.9724	-4.37
$γ_{5}$	2.8024	2.91
$γ_{6}$	-2.2770	-2.52
$γ_{7}$	2.2482	1.92
$γ_{8}$	-2.4940	-1.16

V-Lab

Port Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.51% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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