Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4953	6.96
$α$	0.1072	6.46
$β$	0.8050	30.26
$γ_{1}$	0.0065	0.15
$γ_{2}$	0.0515	0.77
$γ_{3}$	-0.1163	-2.23
$γ_{4}$	0.0356	0.69
$γ_{5}$	0.1204	2.29
$γ_{6}$	-0.1803	-2.91
$γ_{7}$	0.1311	1.95
$γ_{8}$	-0.0832	-1.56
$γ_{9}$	0.0396	0.60
$γ_{10}$	0.0049	0.08

V-Lab

Nippon Chemical Industrial Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:32.65% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Chemical Industrial Analyses