Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1820	2.89
$α$	0.1695	5.99
$β$	0.7165	19.27
$γ_{1}$	0.0501	0.45
$γ_{2}$	-0.1650	-1.13
$γ_{3}$	0.1686	2.02
$γ_{4}$	-0.0441	-0.54
$γ_{5}$	0.0056	0.05
$γ_{6}$	-0.0858	-0.62
$γ_{7}$	0.1455	1.05
$γ_{8}$	0.0138	0.12
$γ_{9}$	-0.4311	-4.18
$γ_{10}$	0.7634	6.87

V-Lab

Cerespo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:17.10% (+0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cerespo Co Ltd Analyses