Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0609	4.16
$α$	0.1492	7.20
$β$	0.8251	37.94
$γ_{1}$	-0.0765	-1.18
$γ_{2}$	0.1605	1.78
$γ_{3}$	-0.1791	-2.54
$γ_{4}$	0.0975	1.08
$γ_{5}$	0.0121	0.14
$γ_{6}$	0.0256	0.30
$γ_{7}$	-0.1950	-2.13
$γ_{8}$	0.3430	4.79
$γ_{9}$	-0.1882	-2.05
$γ_{10}$	-0.1437	-0.67

V-Lab

Nihon Seima Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.02% (-0.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nihon Seima Co Ltd Analyses