Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.6332	3.81
$α$	0.1745	7.92
$β$	0.6300	14.31
$γ_{1}$	0.1933	1.93
$γ_{2}$	-0.2340	-1.69
$γ_{3}$	0.1069	1.25
$γ_{4}$	-0.2143	-2.45
$γ_{5}$	0.4234	3.66
$γ_{6}$	-0.6522	-5.48
$γ_{7}$	0.6641	6.20
$γ_{8}$	-0.3769	-4.06
$γ_{9}$	0.1123	1.30
$γ_{10}$	-0.0497	-0.44

V-Lab

Mti Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:65.10% (+17.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mti Ltd Analyses