Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0027	8.99
$α$	0.0915	7.74
$β$	0.8545	49.79
$γ_{1}$	0.0865	6.35
$γ_{2}$	-0.1266	-5.61
$γ_{3}$	0.0621	3.76
$γ_{4}$	-0.0392	-3.25
$γ_{5}$	0.0361	2.88
$γ_{6}$	-0.0517	-2.35

V-Lab

Nissan Chemical Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:23.09% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Chemical Corp Analyses