Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1258	7.33
$α$	0.1968	3.73
$β$	0.2406	2.10
$γ_{1}$	-0.3651	-0.41
$γ_{2}$	2.0457	1.48
$γ_{3}$	-3.3639	-4.00
$γ_{4}$	3.2876	5.04
$γ_{5}$	-2.2658	-2.76
$γ_{6}$	0.6169	0.55
$γ_{7}$	-0.7669	-0.70
$γ_{8}$	2.2975	2.44
$γ_{9}$	-2.7746	-2.55
$γ_{10}$	2.0690	1.42

V-Lab

Litalico Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:30.41% (-3.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Litalico Inc Analyses