Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.0626	6.00
$α$	0.1769	2.53
$β$	0.1352	1.03
$γ_{1}$	4.7162	2.34
$γ_{2}$	-6.9909	-2.04
$γ_{3}$	6.0712	1.86
$γ_{4}$	-7.0606	-1.68
$γ_{5}$	6.5831	1.36
$γ_{6}$	-5.1184	-0.91
$γ_{7}$	1.9267	0.34
$γ_{8}$	-1.7314	-0.41
$γ_{9}$	4.1057	1.08
$γ_{10}$	-3.4739	-0.95

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Forum Engineering Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.60% (+0.01%)

Date Range:

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