Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9121	5.50
$α$	0.1715	8.52
$β$	0.7163	28.84
$γ_{1}$	-0.0000	-0.00
$γ_{2}$	0.0951	1.94
$γ_{3}$	-0.2271	-8.25
$γ_{4}$	0.2318	7.86
$γ_{5}$	-0.1272	-3.99
$γ_{6}$	0.0039	0.10
$γ_{7}$	0.0575	1.04
$γ_{8}$	-0.0903	-1.29
$γ_{9}$	0.0993	1.74

V-Lab

Nikko Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:26.77% (-4.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikko Co Ltd Analyses