Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.6185	3.48
$α$	0.2683	7.14
$β$	0.6700	17.59
$γ_{1}$	0.3426	2.64
$γ_{2}$	-0.6000	-2.72
$γ_{3}$	0.4926	2.58
$γ_{4}$	-0.4568	-2.64
$γ_{5}$	0.5904	3.45
$γ_{6}$	-0.6306	-4.71
$γ_{7}$	0.2909	2.66
$γ_{8}$	0.0637	0.50
$γ_{9}$	-0.2198	-1.62
$γ_{10}$	0.1805	1.78

V-Lab

Tay Two Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:27.96% (-1.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tay Two Co Ltd Analyses