Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5705	7.21
$α$	0.0802	6.35
$β$	0.8568	43.99
$γ_{1}$	0.0305	1.23
$γ_{2}$	0.0293	0.80
$γ_{3}$	-0.1414	-5.54
$γ_{4}$	0.1368	5.80
$γ_{5}$	-0.0784	-3.43
$γ_{6}$	0.0202	0.59
$γ_{7}$	0.0091	0.23
$γ_{8}$	-0.0043	-0.17

V-Lab

Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:28.68% (-1.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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