Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2768	7.59
$α$	0.0997	7.54
$β$	0.8064	31.13
$γ_{1}$	-0.0350	-1.09
$γ_{2}$	0.0949	2.02
$γ_{3}$	-0.1244	-3.94
$γ_{4}$	0.1373	4.37
$γ_{5}$	-0.1445	-3.99
$γ_{6}$	0.1105	2.87
$γ_{7}$	-0.0521	-1.30
$γ_{8}$	-0.0043	-0.11
$γ_{9}$	0.0414	1.44

V-Lab

Nippon Soda Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.38% (+8.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Soda Co Ltd Analyses