Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7483	6.19
$α$	0.1689	6.99
$β$	0.7751	31.30
$γ_{1}$	0.1214	2.72
$γ_{2}$	-0.1958	-2.57
$γ_{3}$	0.1020	1.77
$γ_{4}$	-0.0619	-1.43
$γ_{5}$	0.1375	3.36
$γ_{6}$	-0.2244	-3.77
$γ_{7}$	0.1871	2.34
$γ_{8}$	-0.0491	-0.56

V-Lab

Somar Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:29.98% (+1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Somar Corp Analyses