Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7355	2.18
$α$	0.2298	8.13
$β$	0.6956	21.60
$γ_{1}$	-0.5517	-1.58
$γ_{2}$	0.8978	1.81
$γ_{3}$	-0.6530	-2.61
$γ_{4}$	0.5947	3.13
$γ_{5}$	-0.5123	-2.65
$γ_{6}$	0.4118	2.07
$γ_{7}$	-0.4733	-2.87
$γ_{8}$	0.5738	4.04
$γ_{9}$	-0.2815	-1.37

V-Lab

Nihon Falcom Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:44.06% (-4.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nihon Falcom Corp Analyses