Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4307	7.52
$α$	0.1807	6.41
$β$	0.6379	17.20
$γ_{1}$	0.1306	3.11
$γ_{2}$	-0.1337	-1.83
$γ_{3}$	-0.0503	-0.77
$γ_{4}$	0.0923	1.70
$γ_{5}$	-0.0161	-0.42
$γ_{6}$	-0.0739	-2.41
$γ_{7}$	0.0800	3.39

V-Lab

Siix Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:32.49% (-0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Siix Corp Analyses