Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6533	8.48
$α$	0.1762	7.27
$β$	0.5995	13.90
$γ_{1}$	0.0061	0.18
$γ_{2}$	0.0521	1.00
$γ_{3}$	-0.0951	-2.48
$γ_{4}$	-0.0160	-0.43
$γ_{5}$	0.1567	4.51
$γ_{6}$	-0.2239	-5.87
$γ_{7}$	0.2574	5.03
$γ_{8}$	-0.2392	-2.92
$γ_{9}$	0.1537	1.60
$γ_{10}$	-0.1105	-0.97

V-Lab

Valqua Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:23.40% (-2.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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