Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9695	6.87
$α$	0.1201	7.79
$β$	0.8018	35.12
$γ_{1}$	-0.1255	-3.16
$γ_{2}$	0.2817	4.46
$γ_{3}$	-0.3192	-5.57
$γ_{4}$	0.2680	4.18
$γ_{5}$	-0.1046	-1.67
$γ_{6}$	-0.0809	-1.47
$γ_{7}$	0.1602	2.30
$γ_{8}$	-0.1229	-1.23
$γ_{9}$	0.0341	0.35
$γ_{10}$	0.0623	0.62

V-Lab

Kyb Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:34.74% (+6.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kyb Corp Analyses