Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7053	5.98
$α$	0.1701	7.06
$β$	0.7751	31.82
$γ_{1}$	0.1092	2.40
$γ_{2}$	-0.1753	-2.24
$γ_{3}$	0.0869	1.47
$γ_{4}$	-0.0506	-1.15
$γ_{5}$	0.1319	3.24
$γ_{6}$	-0.2271	-4.08
$γ_{7}$	0.2040	2.99
$γ_{8}$	-0.1011	-2.04

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Somar Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.19% (-1.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Somar Corp Analyses