Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3152	4.51
$α$	0.0689	3.29
$β$	0.8662	18.01
$γ_{1}$	-0.2449	-0.52
$γ_{2}$	0.5262	0.63
$γ_{3}$	-0.0050	-0.01
$γ_{4}$	-0.9700	-2.13
$γ_{5}$	1.2384	3.78
$γ_{6}$	-0.8960	-2.78
$γ_{7}$	0.6983	2.36
$γ_{8}$	-0.7097	-2.32
$γ_{9}$	0.5451	2.02

V-Lab

Transaction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.66% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

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