Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7123	8.30
$α$	0.1018	6.57
$β$	0.8013	29.19
$γ_{1}$	0.0112	0.35
$γ_{2}$	0.0724	1.55
$γ_{3}$	-0.2195	-6.49
$γ_{4}$	0.2652	8.44
$γ_{5}$	-0.1893	-5.67
$γ_{6}$	0.0817	2.26
$γ_{7}$	-0.0457	-1.20
$γ_{8}$	0.0421	0.99
$γ_{9}$	-0.0345	-0.70
$γ_{10}$	0.0781	0.86

V-Lab

Nippon Densetsu Kogyo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:48.43% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Densetsu Kogyo Co Ltd Analyses