Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0809	8.40
$α$	0.1047	7.09
$β$	0.8094	33.09
$γ_{1}$	0.0124	0.44
$γ_{2}$	0.0099	0.24
$γ_{3}$	-0.0878	-2.96
$γ_{4}$	0.1461	3.82
$γ_{5}$	-0.1478	-2.96
$γ_{6}$	0.0875	1.72
$γ_{7}$	0.0203	0.49
$γ_{8}$	-0.1099	-2.45
$γ_{9}$	0.0847	0.83

V-Lab

Nippon Denko Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.84% (-1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Denko Co Ltd Analyses