Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5075	4.88
$α$	0.1285	6.43
$β$	0.7113	18.17
$γ_{1}$	0.1210	1.50
$γ_{2}$	-0.2748	-2.38
$γ_{3}$	0.2783	3.23
$γ_{4}$	-0.1998	-2.06
$γ_{5}$	0.1318	1.22
$γ_{6}$	-0.1120	-1.13
$γ_{7}$	0.1722	1.48
$γ_{8}$	-0.1502	-1.12
$γ_{9}$	-0.0890	-0.81
$γ_{10}$	0.2042	3.18

V-Lab

Pca Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.50% (+1.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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