Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7299	4.54
$α$	0.0955	7.41
$β$	0.7915	30.67
$γ_{1}$	0.0802	2.07
$γ_{2}$	-0.1586	-3.08
$γ_{3}$	0.1552	5.28
$γ_{4}$	-0.1082	-3.54
$γ_{5}$	0.0301	0.93
$γ_{6}$	0.0177	0.53
$γ_{7}$	-0.0429	-1.31
$γ_{8}$	0.0450	1.99

V-Lab

Nippon Ceramic Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:23.29% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Ceramic Co Ltd Analyses