Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3607	6.59
$α$	0.2215	7.76
$β$	0.5298	11.37
$γ_{1}$	0.2815	3.73
$γ_{2}$	-0.5795	-5.18
$γ_{3}$	0.6445	8.23
$γ_{4}$	-0.5654	-7.58
$γ_{5}$	0.2493	2.86
$γ_{6}$	0.0468	0.48
$γ_{7}$	-0.1593	-1.56
$γ_{8}$	0.1143	1.16
$γ_{9}$	-0.0246	-0.33
$γ_{10}$	-0.0031	-0.07

V-Lab

Muro Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.24% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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