Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0500	8.35
$α$	0.1461	5.75
$β$	0.6894	14.54
$γ_{1}$	0.1278	2.87
$γ_{2}$	-0.1496	-2.22
$γ_{3}$	-0.0999	-1.98
$γ_{4}$	0.2657	3.93
$γ_{5}$	-0.1962	-2.41
$γ_{6}$	-0.0213	-0.30
$γ_{7}$	0.1784	3.00
$γ_{8}$	-0.0643	-0.60
$γ_{9}$	-0.1713	-1.24
$γ_{10}$	0.1891	1.90

V-Lab

Univance Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.42% (+1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Univance Corp Analyses