Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3419	5.59
$α$	0.1474	7.81
$β$	0.7345	26.82
$γ_{1}$	-0.0228	-0.64
$γ_{2}$	-0.0157	-0.31
$γ_{3}$	0.1241	2.79
$γ_{4}$	-0.1726	-3.01
$γ_{5}$	0.1671	3.01
$γ_{6}$	-0.0971	-2.35
$γ_{7}$	-0.0181	-0.49
$γ_{8}$	0.0547	1.90

V-Lab

Nippon Fine Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:25.93% (-1.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Fine Chemical Co Ltd Analyses