Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4522	1.71
$α$	0.2114	4.62
$β$	0.5793	8.71
$γ_{1}$	-1.0556	-2.32
$γ_{2}$	1.6288	2.64
$γ_{3}$	-0.7103	-2.64
$γ_{4}$	0.2195	1.03
$γ_{5}$	-0.2765	-1.45
$γ_{6}$	0.3991	2.53
$γ_{7}$	-0.4306	-1.97

V-Lab

Nippon Dry-Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:40.57% (-6.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Dry-Chemical Co Ltd Analyses