Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3826	5.45
$α$	0.1516	6.81
$β$	0.5949	12.14
$γ_{1}$	0.0841	1.59
$γ_{2}$	-0.1766	-2.41
$γ_{3}$	0.1832	3.56
$γ_{4}$	-0.1557	-2.41
$γ_{5}$	0.0861	1.38
$γ_{6}$	-0.0003	-0.01
$γ_{7}$	-0.0401	-0.78
$γ_{8}$	-0.0001	-0.00
$γ_{9}$	0.0443	0.86

V-Lab

Dts Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:28.90% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dts Corp Analyses