Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8368	3.32
$α$	0.1885	5.97
$β$	0.6727	16.96
$γ_{1}$	0.1853	1.29
$γ_{2}$	-0.2781	-1.43
$γ_{3}$	0.2101	1.66
$γ_{4}$	-0.3349	-2.66
$γ_{5}$	0.5653	3.22
$γ_{6}$	-0.5453	-2.31
$γ_{7}$	0.1425	0.62
$γ_{8}$	0.0640	0.37
$γ_{9}$	0.1790	1.41
$γ_{10}$	-0.3158	-3.71

V-Lab

NCD Co Ltd/Shinagawa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:44.79% (-2.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCD Co Ltd/Shinagawa Analyses