Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5603	8.22
$α$	0.1703	7.57
$β$	0.6563	17.06
$γ_{1}$	-0.0180	-0.62
$γ_{2}$	0.1095	2.50
$γ_{3}$	-0.2105	-7.20
$γ_{4}$	0.2340	7.71
$γ_{5}$	-0.2134	-5.35
$γ_{6}$	0.1527	3.07
$γ_{7}$	-0.0517	-1.12
$γ_{8}$	-0.0399	-1.10
$γ_{9}$	0.0635	2.02

V-Lab

Nichias Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.12% (+6.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nichias Corp Analyses