Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2781	2.93
$α$	0.1186	6.91
$β$	0.7900	29.34
$γ_{1}$	0.0498	0.70
$γ_{2}$	-0.1285	-1.37
$γ_{3}$	0.1726	4.04
$γ_{4}$	-0.1632	-4.50
$γ_{5}$	0.0918	2.76
$γ_{6}$	-0.0078	-0.24
$γ_{7}$	-0.0531	-1.69
$γ_{8}$	0.0669	2.96

V-Lab

Nitta Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:20.44% (-1.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nitta Corp Analyses