Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1949	6.78
$α$	0.1060	7.80
$β$	0.8050	29.63
$γ_{1}$	0.0175	0.58
$γ_{2}$	0.0261	0.54
$γ_{3}$	-0.1462	-3.22
$γ_{4}$	0.1916	4.79
$γ_{5}$	-0.1291	-3.75
$γ_{6}$	0.0647	1.85
$γ_{7}$	-0.0457	-1.28
$γ_{8}$	0.0359	0.97
$γ_{9}$	-0.0199	-0.71

V-Lab

Nippon Sanso Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.04% (-1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Sanso Holdings Corp Analyses