Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9917	6.96
$α$	0.0958	5.90
$β$	0.8338	31.92
$γ_{1}$	-0.0291	-1.14
$γ_{2}$	0.0948	2.59
$γ_{3}$	-0.1458	-6.10
$γ_{4}$	0.1343	5.53
$γ_{5}$	-0.0744	-2.40
$γ_{6}$	0.0015	0.04
$γ_{7}$	0.0633	1.99
$γ_{8}$	-0.0683	-2.96

V-Lab

NEC Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:63.40% (-2.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NEC Corp Analyses