Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2881	6.76
$α$	0.1454	5.62
$β$	0.7595	22.15
$γ_{1}$	-0.0283	-0.79
$γ_{2}$	0.0778	1.43
$γ_{3}$	-0.1306	-3.26
$γ_{4}$	0.1555	4.24
$γ_{5}$	-0.1125	-2.90
$γ_{6}$	0.0612	1.71
$γ_{7}$	-0.0331	-0.84
$γ_{8}$	0.0030	0.07
$γ_{9}$	0.0149	0.43

V-Lab

Nippon Kayaku Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:21.92% (+0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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