Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2188	6.51
$α$	0.1467	5.54
$β$	0.7533	21.25
$γ_{1}$	-0.0454	-1.26
$γ_{2}$	0.1064	1.93
$γ_{3}$	-0.1521	-3.74
$γ_{4}$	0.1746	4.74
$γ_{5}$	-0.1295	-3.36
$γ_{6}$	0.0759	2.15
$γ_{7}$	-0.0472	-1.21
$γ_{8}$	0.0223	0.47
$γ_{9}$	-0.0270	-0.41

V-Lab

Nippon Kayaku Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:22.73% (+2.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Kayaku Co Ltd Analyses