Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1840	8.86
$α$	0.1319	7.69
$β$	0.7391	24.71
$γ_{1}$	0.0308	1.21
$γ_{2}$	0.0023	0.06
$γ_{3}$	-0.1179	-4.46
$γ_{4}$	0.1716	6.53
$γ_{5}$	-0.1489	-5.54
$γ_{6}$	0.1034	2.83
$γ_{7}$	-0.0693	-1.37
$γ_{8}$	0.0417	0.90
$γ_{9}$	-0.0145	-0.56

V-Lab

Daicel Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:25.54% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daicel Corp Analyses