Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2015	6.29
$α$	0.1434	5.54
$β$	0.7591	21.77
$γ_{1}$	-0.0366	-0.98
$γ_{2}$	0.0877	1.56
$γ_{3}$	-0.1326	-3.27
$γ_{4}$	0.1552	4.20
$γ_{5}$	-0.1101	-2.82
$γ_{6}$	0.0577	1.60
$γ_{7}$	-0.0297	-0.75
$γ_{8}$	0.0008	0.02
$γ_{9}$	0.0157	0.45

V-Lab

Nippon Kayaku Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.71% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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