Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3590	5.63
$α$	0.1472	7.80
$β$	0.7353	26.96
$γ_{1}$	-0.0173	-0.49
$γ_{2}$	-0.0253	-0.50
$γ_{3}$	0.1320	2.98
$γ_{4}$	-0.1792	-3.14
$γ_{5}$	0.1706	3.07
$γ_{6}$	-0.0948	-2.20
$γ_{7}$	-0.0310	-0.67
$γ_{8}$	0.0944	1.17

V-Lab

Nippon Fine Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:27.93% (-1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Fine Chemical Co Ltd Analyses