Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.5544	2.94
$α$	0.0862	2.61
$β$	0.6077	3.53
$γ_{1}$	4.7512	1.04
$γ_{2}$	-8.3764	-1.31
$γ_{3}$	6.7469	1.47
$γ_{4}$	-3.7558	-0.83
$γ_{5}$	-1.2054	-0.25
$γ_{6}$	8.5295	1.53
$γ_{7}$	-15.6079	-2.54
$γ_{8}$	16.5550	2.72
$γ_{9}$	-16.4179	-3.26
$γ_{10}$	18.0503	2.45

V-Lab

Interworks Confidence Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.96% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

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