Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2124	6.32
$α$	0.1465	5.64
$β$	0.7559	21.82
$γ_{1}$	-0.0377	-1.02
$γ_{2}$	0.0897	1.61
$γ_{3}$	-0.1351	-3.35
$γ_{4}$	0.1599	4.34
$γ_{5}$	-0.1176	-3.04
$γ_{6}$	0.0659	1.85
$γ_{7}$	-0.0360	-0.91
$γ_{8}$	0.0041	0.09
$γ_{9}$	0.0145	0.42

V-Lab

Nippon Kayaku Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:19.89% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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