Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7635	3.16
$α$	0.2302	5.45
$β$	0.6120	11.89
$γ_{1}$	-0.0707	-0.54
$γ_{2}$	0.0582	0.31
$γ_{3}$	0.0411	0.34
$γ_{4}$	-0.0850	-0.70
$γ_{5}$	0.0400	0.30
$γ_{6}$	0.1400	1.21
$γ_{7}$	-0.2512	-2.23
$γ_{8}$	0.2228	1.36
$γ_{9}$	-0.2286	-1.33
$γ_{10}$	0.2235	2.42

V-Lab

Watt Mann Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:50.76% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Watt Mann Co Ltd Analyses