Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1627	5.84
$α$	0.1035	7.38
$β$	0.7866	28.76
$γ_{1}$	-0.0350	-0.82
$γ_{2}$	0.1182	1.97
$γ_{3}$	-0.1778	-5.41
$γ_{4}$	0.1742	6.12
$γ_{5}$	-0.1426	-4.85
$γ_{6}$	0.0622	2.00
$γ_{7}$	0.0901	2.59
$γ_{8}$	-0.1819	-4.85
$γ_{9}$	0.1241	4.61

V-Lab

Nihon Dempa Kogyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:39.75% (+1.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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