Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0781	4.07
$α$	0.2398	3.52
$β$	0.4898	4.61
$γ_{1}$	6.4493	2.90
$γ_{2}$	-12.0821	-2.91
$γ_{3}$	8.4975	2.12
$γ_{4}$	-2.6493	-0.91
$γ_{5}$	-0.8253	-0.26
$γ_{6}$	0.1009	0.03
$γ_{7}$	1.4281	0.55
$γ_{8}$	-3.0268	-1.74
$γ_{9}$	5.0445	2.40
$γ_{10}$	-4.1828	-2.62

V-Lab

Peers Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:51.71% (-1.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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