Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2125	6.36
$α$	0.1478	5.64
$β$	0.7517	21.34
$γ_{1}$	-0.0369	-1.00
$γ_{2}$	0.0887	1.59
$γ_{3}$	-0.1350	-3.37
$γ_{4}$	0.1601	4.37
$γ_{5}$	-0.1171	-3.04
$γ_{6}$	0.0651	1.84
$γ_{7}$	-0.0365	-0.93
$γ_{8}$	0.0065	0.14
$γ_{9}$	0.0124	0.36

V-Lab

Nippon Kayaku Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:21.94% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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