Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9393	6.82
$α$	0.0973	5.87
$β$	0.8258	30.22
$γ_{1}$	-0.0424	-1.68
$γ_{2}$	0.1160	3.22
$γ_{3}$	-0.1600	-6.93
$γ_{4}$	0.1464	6.31
$γ_{5}$	-0.0867	-2.96
$γ_{6}$	0.0173	0.47
$γ_{7}$	0.0375	1.19
$γ_{8}$	-0.0091	-0.17

V-Lab

NEC Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:65.78% (-2.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NEC Corp Analyses