Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5035	8.28
$α$	0.1515	5.15
$β$	0.7091	17.39
$γ_{1}$	0.0582	2.02
$γ_{2}$	0.0004	0.01
$γ_{3}$	-0.1528	-4.14
$γ_{4}$	0.1470	3.76
$γ_{5}$	-0.0750	-1.39
$γ_{6}$	0.0020	0.03
$γ_{7}$	0.0922	1.56
$γ_{8}$	-0.1727	-2.85
$γ_{9}$	0.1591	3.49

V-Lab

Gsi Creos Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.99% (-1.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gsi Creos Corp Analyses