Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2105	6.24
$α$	0.1239	8.66
$β$	0.7217	23.35
$γ_{1}$	-0.0386	-0.97
$γ_{2}$	0.1352	2.39
$γ_{3}$	-0.1906	-5.27
$γ_{4}$	0.1291	3.75
$γ_{5}$	-0.0482	-1.27
$γ_{6}$	0.0644	1.24
$γ_{7}$	-0.1193	-1.67
$γ_{8}$	0.1193	1.94
$γ_{9}$	-0.0893	-2.10
$γ_{10}$	0.0584	1.01

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H2O Retailing Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.13% (-2.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other H2O Retailing Corp Analyses