Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9731	8.70
$α$	0.0948	7.42
$β$	0.8530	46.51
$γ_{1}$	0.0833	5.96
$γ_{2}$	-0.1215	-5.23
$γ_{3}$	0.0578	3.40
$γ_{4}$	-0.0326	-2.67
$γ_{5}$	0.0233	2.02
$γ_{6}$	-0.0132	-1.35

V-Lab

Nissan Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:54.00% (-2.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Chemical Corp Analyses