Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5445	2.99
$α$	0.4275	3.94
$β$	0.0951	1.47
$γ_{1}$	-4.6208	-3.84
$γ_{2}$	5.4402	3.41
$γ_{3}$	-0.5089	-0.61
$γ_{4}$	0.7899	0.86
$γ_{5}$	-2.8843	-2.78
$γ_{6}$	2.6969	2.94
$γ_{7}$	-1.0343	-1.67

V-Lab

B&P Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.24% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other B&P Co Ltd Analyses