Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4925	5.14
$α$	0.2334	4.53
$β$	0.5338	6.45
$γ_{1}$	-0.1679	-2.30
$γ_{2}$	0.3217	3.14
$γ_{3}$	-0.2651	-4.46
$γ_{4}$	0.1164	2.07
$γ_{5}$	0.0692	1.11
$γ_{6}$	-0.1124	-1.07
$γ_{7}$	0.0505	0.32
$γ_{8}$	-0.0501	-0.28

V-Lab

Lihit LAB Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.51% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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