Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5754	2.91
$α$	0.4348	3.78
$β$	0.0920	1.38
$γ_{1}$	-4.4621	-2.98
$γ_{2}$	4.1479	2.12
$γ_{3}$	1.5044	1.31
$γ_{4}$	-1.1029	-0.97
$γ_{5}$	0.8035	0.65
$γ_{6}$	-3.4821	-2.24
$γ_{7}$	5.3730	2.84
$γ_{8}$	-6.8417	-2.99

V-Lab

B&P Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:10.94% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other B&P Co Ltd Analyses