Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0440	8.20
$α$	0.1071	7.19
$β$	0.8054	31.98
$γ_{1}$	0.0108	0.38
$γ_{2}$	0.0071	0.17
$γ_{3}$	-0.0767	-2.58
$γ_{4}$	0.1323	3.45
$γ_{5}$	-0.1342	-2.67
$γ_{6}$	0.0755	1.47
$γ_{7}$	0.0319	0.76
$γ_{8}$	-0.1255	-4.05
$γ_{9}$	0.1219	4.47

V-Lab

Nippon Denko Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:28.07% (-1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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