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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5937	4.71
$α$	0.1678	8.39
$β$	0.6430	16.57
$γ_{1}$	0.0941	1.10
$γ_{2}$	-0.1527	-1.25
$γ_{3}$	0.0062	0.08
$γ_{4}$	0.2142	3.17
$γ_{5}$	-0.3137	-5.38
$γ_{6}$	0.1904	3.43
$γ_{7}$	0.0949	1.26
$γ_{8}$	-0.2660	-3.61
$γ_{9}$	0.1018	1.54
$γ_{10}$	0.0896	1.70

V-Lab

Nippo Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.81% (-1.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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