Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1237	4.63
$α$	0.2899	6.85
$β$	0.5983	13.68
$γ_{1}$	-0.3644	-2.03
$γ_{2}$	0.6138	2.23
$γ_{3}$	-0.7409	-3.91
$γ_{4}$	0.9904	4.24
$γ_{5}$	-0.5721	-2.21
$γ_{6}$	-0.1722	-0.79
$γ_{7}$	0.7367	3.89
$γ_{8}$	-1.6807	-4.59

V-Lab

Nisso Group Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:10.30% (+1.05%)

Date Range:

Parameter Estimates

News Impact Curve

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