Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0650	8.04
$α$	0.0949	9.52
$β$	0.8425	56.06
$γ_{1}$	0.0332	1.53
$γ_{2}$	0.0007	0.02
$γ_{3}$	-0.1163	-4.99
$γ_{4}$	0.1655	6.27
$γ_{5}$	-0.1386	-4.24
$γ_{6}$	0.0732	2.10
$γ_{7}$	-0.0063	-0.22
$γ_{8}$	-0.0216	-1.14

V-Lab

Hitachi Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:58.16% (+7.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hitachi Ltd Analyses