Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7722	4.64
$α$	0.0955	7.38
$β$	0.7902	30.54
$γ_{1}$	0.0903	2.37
$γ_{2}$	-0.1751	-3.45
$γ_{3}$	0.1665	5.72
$γ_{4}$	-0.1169	-3.84
$γ_{5}$	0.0355	1.10
$γ_{6}$	0.0158	0.47
$γ_{7}$	-0.0437	-1.19
$γ_{8}$	0.0483	0.83

V-Lab

Nippon Ceramic Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:21.04% (-0.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Ceramic Co Ltd Analyses