Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1859	4.07
$α$	0.1060	6.80
$β$	0.7613	20.21
$γ_{1}$	0.1294	1.84
$γ_{2}$	-0.2230	-2.14
$γ_{3}$	0.0632	0.81
$γ_{4}$	0.1734	2.72
$γ_{5}$	-0.2826	-4.13
$γ_{6}$	0.2662	3.49
$γ_{7}$	-0.2493	-3.36
$γ_{8}$	0.2200	3.10
$γ_{9}$	-0.2062	-3.40
$γ_{10}$	0.2400	2.80

V-Lab

Pigeon Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.87% (+0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pigeon Corp Analyses