Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9597	2.77
$α$	0.5044	3.13
$β$	0.0000	0.00
$γ_{1}$	-9.9219	-2.10
$γ_{2}$	17.0621	2.27
$γ_{3}$	-7.8298	-0.87
$γ_{4}$	-6.0886	-0.54
$γ_{5}$	18.2798	1.81
$γ_{6}$	-21.4313	-2.07

V-Lab

Novarese Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:17.97% (+6.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Novarese Inc Analyses