Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7960	8.29
$α$	0.0939	7.51
$β$	0.8476	45.54
$γ_{1}$	0.0505	1.64
$γ_{2}$	0.0140	0.28
$γ_{3}$	-0.1642	-4.05
$γ_{4}$	0.1832	4.69
$γ_{5}$	-0.1352	-3.78
$γ_{6}$	0.0623	1.84
$γ_{7}$	0.0119	0.33
$γ_{8}$	-0.0556	-1.13
$γ_{9}$	0.0889	0.87

V-Lab

Nissan Chemical Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:54.34% (-2.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Chemical Corp Analyses