Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0461	5.11
$α$	0.1125	10.15
$β$	0.8438	56.95
$γ_{1}$	-0.0406	-0.84
$γ_{2}$	0.1245	1.72
$γ_{3}$	-0.2240	-4.22
$γ_{4}$	0.2674	5.10
$γ_{5}$	-0.1709	-2.87
$γ_{6}$	-0.0060	-0.11
$γ_{7}$	0.1352	2.73
$γ_{8}$	-0.1082	-1.91
$γ_{9}$	0.0199	0.32

V-Lab

Nissan Motor Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:56.87% (-2.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Motor Co Ltd Analyses