Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8733	7.12
$α$	0.1722	9.68
$β$	0.7393	33.43
$γ_{1}$	-0.0191	-0.43
$γ_{2}$	0.0959	1.41
$γ_{3}$	-0.1396	-2.84
$γ_{4}$	0.0404	0.85
$γ_{5}$	0.0566	1.08
$γ_{6}$	-0.0207	-0.46
$γ_{7}$	-0.1151	-2.45
$γ_{8}$	0.2357	4.40
$γ_{9}$	-0.2449	-4.23
$γ_{10}$	0.2165	2.90

V-Lab

Orient Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:20.54% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orient Corp Analyses