Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3653	2.77
$α$	0.2502	5.82
$β$	0.6655	14.22
$γ_{1}$	-0.6904	-7.50
$γ_{2}$	1.0025	7.64
$γ_{3}$	-0.4534	-4.04
$γ_{4}$	0.1786	1.26
$γ_{5}$	-0.0953	-0.61
$γ_{6}$	0.1449	1.01
$γ_{7}$	-0.1349	-1.22
$γ_{8}$	0.0647	0.89

V-Lab

Capita Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.60% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capita Inc Analyses