Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8598	5.48
$α$	0.2000	6.99
$β$	0.6871	22.51
$γ_{1}$	-0.4128	-5.00
$γ_{2}$	0.5331	4.09
$γ_{3}$	-0.1067	-1.09
$γ_{4}$	-0.0089	-0.09
$γ_{5}$	-0.0465	-0.52
$γ_{6}$	-0.0067	-0.08
$γ_{7}$	0.1903	1.45
$γ_{8}$	-0.2570	-2.04
$γ_{9}$	0.1636	1.92
$γ_{10}$	-0.0489	-0.89

V-Lab

Tomato Bank Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:32.85% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tomato Bank Analyses