Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0397	18.93
$α$	0.1669	43.35
$β$	0.9778	959.57
$γ$	-0.0385	-8.19

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Nippon Yusen KK EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:21.99% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Yusen KK Analyses