Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9757	8.67
$α$	0.0956	7.41
$β$	0.8522	46.27
$γ_{1}$	0.0834	5.94
$γ_{2}$	-0.1217	-5.22
$γ_{3}$	0.0579	3.40
$γ_{4}$	-0.0327	-2.67
$γ_{5}$	0.0234	2.03
$γ_{6}$	-0.0133	-1.36

V-Lab

Nissan Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:78.02% (-3.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Chemical Corp Analyses