Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0773	5.18
$α$	0.1127	10.15
$β$	0.8439	57.15
$γ_{1}$	-0.0284	-0.58
$γ_{2}$	0.1040	1.42
$γ_{3}$	-0.2085	-3.94
$γ_{4}$	0.2536	4.84
$γ_{5}$	-0.1607	-2.70
$γ_{6}$	-0.0085	-0.15
$γ_{7}$	0.1279	2.66
$γ_{8}$	-0.0933	-1.80
$γ_{9}$	-0.0058	-0.14

V-Lab

Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:39.65% (-1.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Motor Co Ltd Analyses