Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7202	3.25
$α$	0.2669	5.37
$β$	0.5789	10.59
$γ_{1}$	-0.1156	-1.51
$γ_{2}$	0.1646	1.56
$γ_{3}$	-0.0980	-1.45
$γ_{4}$	0.0446	0.60
$γ_{5}$	0.0751	0.94
$γ_{6}$	-0.1651	-2.26
$γ_{7}$	0.1987	2.52
$γ_{8}$	-0.4320	-2.36

V-Lab

Watt Mann Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:50.85% (-1.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Watt Mann Co Ltd Analyses