Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6672	5.44
$α$	0.1794	7.06
$β$	0.6521	16.97
$γ_{1}$	0.1320	0.95
$γ_{2}$	-0.3687	-1.60
$γ_{3}$	0.4324	1.97
$γ_{4}$	-0.4047	-1.92
$γ_{5}$	0.2955	1.95
$γ_{6}$	0.0128	0.12
$γ_{7}$	-0.2633	-2.50
$γ_{8}$	0.2751	2.76
$γ_{9}$	-0.1295	-1.90

V-Lab

Nec Capital Solutions Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:20.33% (-1.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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