Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5443	7.21
$α$	0.0803	6.30
$β$	0.8546	42.53
$γ_{1}$	0.0248	1.01
$γ_{2}$	0.0398	1.10
$γ_{3}$	-0.1511	-6.02
$γ_{4}$	0.1467	6.32
$γ_{5}$	-0.0885	-3.82
$γ_{6}$	0.0319	0.89
$γ_{7}$	-0.0093	-0.21
$γ_{8}$	0.0407	0.85

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Nitto Denko Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:37.45% (-0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nitto Denko Corp Analyses