Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.8353	5.73
$α$	0.1791	5.98
$β$	0.5372	8.38
$γ_{1}$	-0.0139	-0.04
$γ_{2}$	0.7480	1.44
$γ_{3}$	-1.5235	-3.94
$γ_{4}$	1.4089	4.37
$γ_{5}$	-0.9286	-3.31
$γ_{6}$	0.4589	1.53
$γ_{7}$	-0.4140	-1.33
$γ_{8}$	0.7672	2.36
$γ_{9}$	-1.0140	-2.85
$γ_{10}$	0.7100	2.68

V-Lab

North Pacific Bank Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.87% (-0.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other North Pacific Bank Ltd Analyses