Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5102	5.52
$α$	0.1620	6.53
$β$	0.6850	17.90
$γ_{1}$	0.1623	0.98
$γ_{2}$	-0.4652	-1.85
$γ_{3}$	0.2719	1.60
$γ_{4}$	0.2209	1.49
$γ_{5}$	-0.2592	-2.03
$γ_{6}$	-0.1241	-0.75
$γ_{7}$	0.6116	3.46
$γ_{8}$	-0.7569	-4.88
$γ_{9}$	0.4317	2.75
$γ_{10}$	-0.1180	-0.58

V-Lab

Frontier Real Estate Invt Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:10.52% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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