Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6667	6.76
$α$	0.1732	6.23
$β$	0.6654	14.80
$γ_{1}$	-0.0993	-2.06
$γ_{2}$	0.0139	0.19
$γ_{3}$	0.2068	3.92
$γ_{4}$	-0.1447	-3.54
$γ_{5}$	-0.0335	-0.75
$γ_{6}$	0.1021	2.21
$γ_{7}$	-0.0608	-1.39
$γ_{8}$	-0.0031	-0.07
$γ_{9}$	0.0433	1.21

V-Lab

Yellow Hat Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:20.36% (+4.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yellow Hat Ltd Analyses