Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9918	6.94
$α$	0.0961	5.90
$β$	0.8338	31.97
$γ_{1}$	-0.0295	-1.15
$γ_{2}$	0.0956	2.60
$γ_{3}$	-0.1465	-6.10
$γ_{4}$	0.1346	5.52
$γ_{5}$	-0.0741	-2.39
$γ_{6}$	0.0007	0.02
$γ_{7}$	0.0640	2.03
$γ_{8}$	-0.0684	-2.96

V-Lab

NEC Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:79.06% (-5.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NEC Corp Analyses