Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1094	5.72
$α$	0.1346	5.66
$β$	0.6137	10.32
$γ_{1}$	0.1138	1.89
$γ_{2}$	-0.2294	-2.66
$γ_{3}$	0.1260	2.29
$γ_{4}$	0.0675	1.37
$γ_{5}$	-0.1337	-2.85
$γ_{6}$	0.0239	0.44
$γ_{7}$	0.1410	2.13
$γ_{8}$	-0.2096	-3.01
$γ_{9}$	0.1261	2.03
$γ_{10}$	-0.0147	-0.35

V-Lab

Nittoku Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:33.12% (+4.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nittoku Co Ltd Analyses