Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2723	5.46
$α$	0.1173	8.56
$β$	0.8104	39.72
$γ_{1}$	0.0036	0.07
$γ_{2}$	0.0729	0.89
$γ_{3}$	-0.1746	-2.69
$γ_{4}$	0.0948	1.56
$γ_{5}$	0.0348	0.71
$γ_{6}$	-0.0095	-0.20
$γ_{7}$	-0.0476	-0.94
$γ_{8}$	0.0034	0.07
$γ_{9}$	0.1197	2.45
$γ_{10}$	-0.1608	-3.69

V-Lab

Nippon Hume Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.38% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Hume Corp Analyses