Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9849	4.16
$α$	0.2202	3.84
$β$	0.5970	8.48
$γ_{1}$	-0.6410	-0.60
$γ_{2}$	1.7778	1.05
$γ_{3}$	-2.0876	-2.00
$γ_{4}$	1.6751	1.86
$γ_{5}$	-1.3480	-1.33
$γ_{6}$	1.3956	1.92
$γ_{7}$	-1.8510	-2.59
$γ_{8}$	2.1640	2.26
$γ_{9}$	-1.3032	-0.90
$γ_{10}$	-1.5433	-0.67

V-Lab

Smartvalue Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:14.02% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Smartvalue Co Ltd Analyses