Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3955	8.79
$α$	0.0919	7.18
$β$	0.8622	39.67
$γ_{1}$	0.0592	4.22
$γ_{2}$	-0.0890	-4.01
$γ_{3}$	0.0370	2.12
$γ_{4}$	-0.0283	-1.38
$γ_{5}$	0.0657	2.68
$γ_{6}$	-0.0913	-2.77

V-Lab

Nippon Coke & Engineering Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:50.82% (+4.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Coke & Engineering Co Analyses