Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8169	8.40
$α$	0.0912	7.71
$β$	0.8508	47.35
$γ_{1}$	0.0572	1.86
$γ_{2}$	0.0018	0.04
$γ_{3}$	-0.1529	-3.75
$γ_{4}$	0.1714	4.34
$γ_{5}$	-0.1247	-3.46
$γ_{6}$	0.0563	1.68
$γ_{7}$	0.0106	0.32
$γ_{8}$	-0.0442	-1.25
$γ_{9}$	0.0369	1.38

V-Lab

Nissan Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:25.11% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Chemical Corp Analyses