Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2837	7.38
$α$	0.2328	5.78
$β$	0.6076	12.28
$γ_{1}$	-0.1052	-1.19
$γ_{2}$	0.0587	0.38
$γ_{3}$	0.1940	1.53
$γ_{4}$	-0.2751	-2.64
$γ_{5}$	0.1270	1.22
$γ_{6}$	0.2318	2.14
$γ_{7}$	-0.5233	-4.07
$γ_{8}$	0.4337	2.53
$γ_{9}$	-0.2241	-1.44
$γ_{10}$	0.1405	1.65

V-Lab

Nippon Shikizai Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:18.89% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Shikizai Inc Analyses