Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0592	7.11
$α$	0.2346	6.99
$β$	0.4553	9.70
$γ_{1}$	0.0237	0.91
$γ_{2}$	-0.1046	-2.79
$γ_{3}$	0.1429	5.48
$γ_{4}$	-0.0540	-2.00
$γ_{5}$	-0.0589	-1.92
$γ_{6}$	0.0460	1.62
$γ_{7}$	0.0753	1.91

V-Lab

Consec Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:17.78% (-3.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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