Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5689	8.79
$α$	0.1187	8.03
$β$	0.7899	33.20
$γ_{1}$	0.0786	5.30
$γ_{2}$	-0.1396	-5.89
$γ_{3}$	0.0851	4.39
$γ_{4}$	-0.0182	-0.98
$γ_{5}$	-0.0238	-1.61
$γ_{6}$	0.1094	5.25

V-Lab

Nippon Hume Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:64.93% (+2.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Hume Corp Analyses