Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1114	5.57
$α$	0.0874	9.58
$β$	0.8797	76.64
$γ_{1}$	-0.0951	-1.33
$γ_{2}$	0.2310	2.08
$γ_{3}$	-0.2171	-2.86
$γ_{4}$	0.0634	1.00
$γ_{5}$	0.0793	1.40
$γ_{6}$	-0.0942	-1.80
$γ_{7}$	-0.0028	-0.04
$γ_{8}$	0.1315	1.77
$γ_{9}$	-0.1836	-2.52
$γ_{10}$	0.1170	2.62

V-Lab

Nippon Yusen KK Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:23.57% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Yusen KK Analyses