Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5383	5.60
$α$	0.0910	6.45
$β$	0.8393	34.18
$γ_{1}$	-0.0239	-0.47
$γ_{2}$	0.0742	1.00
$γ_{3}$	-0.1191	-2.45
$γ_{4}$	0.0978	1.97
$γ_{5}$	-0.0040	-0.08
$γ_{6}$	-0.0742	-1.60
$γ_{7}$	0.1838	3.26
$γ_{8}$	-0.2847	-4.10
$γ_{9}$	0.1773	2.49
$γ_{10}$	-0.0202	-0.25

V-Lab

Nichiban Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:15.29% (-0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nichiban Co Ltd Analyses