Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9464	6.85
$α$	0.0949	5.79
$β$	0.8297	30.53
$γ_{1}$	-0.0424	-1.67
$γ_{2}$	0.1166	3.23
$γ_{3}$	-0.1611	-6.96
$γ_{4}$	0.1470	6.33
$γ_{5}$	-0.0863	-2.97
$γ_{6}$	0.0156	0.44
$γ_{7}$	0.0410	1.33
$γ_{8}$	-0.0208	-0.40

V-Lab

NEC Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:78.30% (+2.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NEC Corp Analyses