Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3308	7.16
$α$	0.0876	9.75
$β$	0.8765	73.96
$γ_{1}$	0.0074	0.21
$γ_{2}$	0.0575	1.06
$γ_{3}$	-0.1518	-4.32
$γ_{4}$	0.1581	5.56
$γ_{5}$	-0.1147	-4.46
$γ_{6}$	0.0543	1.88
$γ_{7}$	0.0282	0.88
$γ_{8}$	-0.1724	-2.77

V-Lab

Nippon Yusen KK Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:18.31% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Yusen KK Analyses