Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7112	4.81
$α$	0.1673	8.28
$β$	0.7120	28.04
$γ_{1}$	-0.0727	-1.50
$γ_{2}$	0.2363	3.59
$γ_{3}$	-0.3265	-8.12
$γ_{4}$	0.2304	5.79
$γ_{5}$	-0.0450	-1.10
$γ_{6}$	-0.0449	-0.97
$γ_{7}$	-0.0057	-0.13
$γ_{8}$	0.0915	1.69
$γ_{9}$	-0.1970	-2.20
$γ_{10}$	0.3816	2.72

V-Lab

Nikko Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:27.92% (-2.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikko Co Ltd Analyses