Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.1526	5.94
$α$	0.1978	2.49
$β$	0.1398	1.17
$γ_{1}$	5.0149	2.45
$γ_{2}$	-7.4518	-2.14
$γ_{3}$	6.4003	1.92
$γ_{4}$	-7.3938	-1.74
$γ_{5}$	6.9130	1.40
$γ_{6}$	-5.5521	-0.97
$γ_{7}$	2.8167	0.49
$γ_{8}$	-3.8630	-0.82
$γ_{9}$	10.0783	1.76
$γ_{10}$	-23.9887	-2.98

V-Lab

Forum Engineering Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:4.11% (+0.02%)

Date Range:

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