Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8495	4.36
$α$	0.2587	2.74
$β$	0.3860	2.49
$γ_{1}$	1.2760	2.43
$γ_{2}$	-1.4749	-1.78
$γ_{3}$	0.6160	0.94
$γ_{4}$	-1.2181	-1.96
$γ_{5}$	1.2435	2.80

V-Lab

TWOSTONE&Sons Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:38.20% (-6.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TWOSTONE&Sons Analyses