Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9821	6.92
$α$	0.0943	5.79
$β$	0.8343	31.37
$γ_{1}$	-0.0312	-1.22
$γ_{2}$	0.0984	2.69
$γ_{3}$	-0.1484	-6.26
$γ_{4}$	0.1363	5.68
$γ_{5}$	-0.0761	-2.49
$γ_{6}$	0.0033	0.09
$γ_{7}$	0.0610	1.96
$γ_{8}$	-0.0658	-2.84

V-Lab

NEC Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:76.39% (+2.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NEC Corp Analyses