Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5555	4.67
$α$	0.4177	3.23
$β$	0.1003	1.60
$γ_{1}$	-3.3562	-2.00
$γ_{2}$	7.9047	3.03
$γ_{3}$	-8.0585	-3.84
$γ_{4}$	5.7542	3.41
$γ_{5}$	-4.9664	-3.02
$γ_{6}$	5.8289	2.87
$γ_{7}$	-4.9611	-2.86
$γ_{8}$	2.3767	2.30

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Goodpatch Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:54.18% (+15.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Goodpatch Inc Analyses