Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6376	6.90
$α$	0.1701	6.32
$β$	0.6470	13.53
$γ_{1}$	-0.1059	-2.27
$γ_{2}$	0.0204	0.29
$γ_{3}$	0.2100	4.18
$γ_{4}$	-0.1509	-3.83
$γ_{5}$	-0.0277	-0.65
$γ_{6}$	0.0910	2.06
$γ_{7}$	-0.0260	-0.60
$γ_{8}$	-0.0966	-1.97
$γ_{9}$	0.2979	5.10

V-Lab

Yellow Hat Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:28.61% (+2.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yellow Hat Ltd Analyses