Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2771	7.59
$α$	0.0996	7.55
$β$	0.8066	31.19
$γ_{1}$	-0.0349	-1.09
$γ_{2}$	0.0948	2.02
$γ_{3}$	-0.1243	-3.94
$γ_{4}$	0.1372	4.37
$γ_{5}$	-0.1444	-3.99
$γ_{6}$	0.1105	2.87
$γ_{7}$	-0.0521	-1.29
$γ_{8}$	-0.0043	-0.11
$γ_{9}$	0.0413	1.44

V-Lab

Nippon Soda Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:24.16% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Soda Co Ltd Analyses