Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4218	3.82
$α$	0.4400	4.87
$β$	0.3702	5.43
$γ_{1}$	0.4334	1.45
$γ_{2}$	-0.5065	-1.10
$γ_{3}$	0.0372	0.15
$γ_{4}$	0.0142	0.06
$γ_{5}$	-0.0962	-0.39
$γ_{6}$	0.3565	1.76
$γ_{7}$	-0.5095	-2.56
$γ_{8}$	0.4610	2.26
$γ_{9}$	-0.2231	-1.48

V-Lab

Orvis Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:22.03% (+0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orvis Corp Analyses