Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0874	5.22
$α$	0.1124	10.16
$β$	0.8443	57.36
$γ_{1}$	-0.0260	-0.53
$γ_{2}$	0.1003	1.38
$γ_{3}$	-0.2064	-3.92
$γ_{4}$	0.2527	4.83
$γ_{5}$	-0.1604	-2.69
$γ_{6}$	-0.0093	-0.17
$γ_{7}$	0.1303	2.71
$γ_{8}$	-0.0960	-1.86
$γ_{9}$	-0.0047	-0.12

V-Lab

Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:57.84% (-2.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Motor Co Ltd Analyses