Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5724	7.25
$α$	0.0807	6.35
$β$	0.8555	43.52
$γ_{1}$	0.0309	1.26
$γ_{2}$	0.0284	0.79
$γ_{3}$	-0.1406	-5.54
$γ_{4}$	0.1364	5.81
$γ_{5}$	-0.0787	-3.48
$γ_{6}$	0.0210	0.62
$γ_{7}$	0.0078	0.20
$γ_{8}$	-0.0030	-0.12

V-Lab

Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:24.74% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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