Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8285	6.10
$α$	0.1329	4.92
$β$	0.7474	18.15
$γ_{1}$	0.4838	5.54
$γ_{2}$	-0.7301	-4.85
$γ_{3}$	0.2445	1.87
$γ_{4}$	0.0752	0.68
$γ_{5}$	-0.1339	-1.55
$γ_{6}$	0.1821	2.23
$γ_{7}$	-0.2285	-2.32
$γ_{8}$	0.1557	1.47
$γ_{9}$	-0.1276	-1.09
$γ_{10}$	0.1901	1.17

V-Lab

Nicca Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:33.23% (-1.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nicca Chemical Co Ltd Analyses