Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2432	7.84
$α$	0.2274	5.94
$β$	0.5802	10.93
$γ_{1}$	-0.1114	-1.36
$γ_{2}$	0.0698	0.49
$γ_{3}$	0.1905	1.61
$γ_{4}$	-0.2859	-2.90
$γ_{5}$	0.1472	1.48
$γ_{6}$	0.2105	2.02
$γ_{7}$	-0.4897	-3.95
$γ_{8}$	0.3528	2.12
$γ_{9}$	-0.0066	-0.04
$γ_{10}$	-0.5089	-2.81

V-Lab

Nippon Shikizai Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:9.87% (-0.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Shikizai Inc Analyses