Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2407	4.90
$α$	0.0721	5.98
$β$	0.8489	32.63
$γ_{1}$	0.0239	0.48
$γ_{2}$	0.0440	0.66
$γ_{3}$	-0.1206	-3.42
$γ_{4}$	0.0079	0.24
$γ_{5}$	0.1308	3.77
$γ_{6}$	-0.1367	-3.15
$γ_{7}$	0.0278	0.40
$γ_{8}$	0.1014	1.21
$γ_{9}$	-0.1535	-1.98
$γ_{10}$	0.1869	1.90

V-Lab

Nikon Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:51.65% (-1.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikon Corp Analyses