Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4403	7.95
$α$	0.1683	7.91
$β$	0.6527	17.29
$γ_{1}$	-0.0434	-1.51
$γ_{2}$	0.1492	3.43
$γ_{3}$	-0.2354	-8.12
$γ_{4}$	0.2520	8.38
$γ_{5}$	-0.2238	-5.65
$γ_{6}$	0.1516	3.08
$γ_{7}$	-0.0319	-0.69
$γ_{8}$	-0.0942	-2.19
$γ_{9}$	0.2098	3.33

V-Lab

Nichias Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.06% (-2.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nichias Corp Analyses