Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4579	6.85
$α$	0.2176	7.93
$β$	0.5348	11.56
$γ_{1}$	0.3152	4.20
$γ_{2}$	-0.6341	-5.66
$γ_{3}$	0.6817	8.68
$γ_{4}$	-0.5924	-7.93
$γ_{5}$	0.2657	3.04
$γ_{6}$	0.0390	0.40
$γ_{7}$	-0.1528	-1.49
$γ_{8}$	0.0961	0.95
$γ_{9}$	0.0276	0.29
$γ_{10}$	-0.1527	-0.93

V-Lab

Muro Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:14.27% (+1.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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