Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9550	6.99
$α$	0.1074	9.89
$β$	0.8404	58.65
$γ_{1}$	-0.0148	-0.49
$γ_{2}$	0.0489	1.05
$γ_{3}$	-0.1058	-3.49
$γ_{4}$	0.1447	5.63
$γ_{5}$	-0.0977	-3.67
$γ_{6}$	0.0040	0.13
$γ_{7}$	0.0580	1.91
$γ_{8}$	-0.1212	-1.94

V-Lab

NTN Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:27.85% (+3.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTN Corp Analyses