Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7734	5.53
$α$	0.1380	6.05
$β$	0.7481	21.81
$γ_{1}$	-0.0121	-0.17
$γ_{2}$	0.0061	0.05
$γ_{3}$	-0.0813	-0.94
$γ_{4}$	0.1896	2.52
$γ_{5}$	-0.1910	-2.97
$γ_{6}$	0.1826	3.28
$γ_{7}$	-0.2124	-3.83
$γ_{8}$	0.2418	3.18
$γ_{9}$	-0.2002	-2.12
$γ_{10}$	0.0892	0.61

V-Lab

Nihon Seikan KK Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.57% (-1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nihon Seikan KK Analyses