Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3705	2.13
$α$	0.3212	2.07
$β$	0.4500	2.38
$γ_{1}$	58.5827	4.27
$γ_{2}$	-83.9791	-4.25
$γ_{3}$	31.1930	1.47
$γ_{4}$	-7.1361	-0.32
$γ_{5}$	0.3749	0.02
$γ_{6}$	-2.5600	-0.18
$γ_{7}$	25.4076	1.57
$γ_{8}$	-59.4967	-2.93
$γ_{9}$	79.7361	2.90
$γ_{10}$	-95.4267	-1.61

V-Lab

Nankai Chemical Company Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.91% (-9.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nankai Chemical Company Ltd Analyses