Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2847	8.91
$α$	0.1051	8.53
$β$	0.7964	32.97
$γ_{1}$	0.0400	3.64
$γ_{2}$	-0.0582	-3.31
$γ_{3}$	0.0155	1.14
$γ_{4}$	0.0173	1.39
$γ_{5}$	-0.0181	-1.33
$γ_{6}$	0.0002	0.01

V-Lab

Asics Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:58.87% (+16.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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