Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4554	1.71
$α$	0.2134	4.55
$β$	0.5824	8.68
$γ_{1}$	-1.0532	-2.30
$γ_{2}$	1.6230	2.61
$γ_{3}$	-0.7010	-2.58
$γ_{4}$	0.2022	0.95
$γ_{5}$	-0.2414	-1.27
$γ_{6}$	0.3228	2.24
$γ_{7}$	-0.2337	-2.70

V-Lab

Nippon Dry-Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:54.63% (-11.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Dry-Chemical Co Ltd Analyses