Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5797	5.61
$α$	0.1600	6.96
$β$	0.7906	29.14
$γ_{1}$	-0.0271	-0.51
$γ_{2}$	0.0868	1.02
$γ_{3}$	-0.0930	-1.33
$γ_{4}$	0.0036	0.04
$γ_{5}$	0.0782	0.84
$γ_{6}$	-0.0861	-1.13
$γ_{7}$	0.0209	0.35
$γ_{8}$	0.0397	0.51
$γ_{9}$	0.0375	0.36
$γ_{10}$	-0.2807	-1.91

V-Lab

Nitto Seimo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:8.12% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nitto Seimo Co Ltd Analyses