Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6737	6.87
$α$	0.0946	8.37
$β$	0.8594	57.03
$γ_{1}$	0.0416	3.97
$γ_{2}$	-0.0717	-4.53
$γ_{3}$	0.0495	4.62
$γ_{4}$	-0.0295	-3.20
$γ_{5}$	0.0157	2.44

V-Lab

NTT Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.93% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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