Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0461	18.03
$α$	0.1629	32.15
$β$	0.9852	1,004.30
$γ$	-0.0166	-3.05

V-Lab

Nikkato Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.64% (-1.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkato Corp Analyses