Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2089	8.99
$α$	0.1318	7.64
$β$	0.7403	24.48
$γ_{1}$	0.0337	1.32
$γ_{2}$	0.0014	0.04
$γ_{3}$	-0.1256	-4.76
$γ_{4}$	0.1851	7.04
$γ_{5}$	-0.1654	-6.12
$γ_{6}$	0.1220	3.31
$γ_{7}$	-0.0936	-1.82
$γ_{8}$	0.0829	1.56
$γ_{9}$	-0.1113	-1.68

V-Lab

Daicel Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:19.90% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daicel Corp Analyses