Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4266	7.63
$α$	0.1416	7.55
$β$	0.7596	28.27
$γ_{1}$	0.0257	0.86
$γ_{2}$	0.0024	0.06
$γ_{3}$	-0.1077	-3.63
$γ_{4}$	0.1901	4.96
$γ_{5}$	-0.2022	-3.74
$γ_{6}$	0.1351	2.29
$γ_{7}$	-0.0609	-1.15
$γ_{8}$	0.0114	0.24
$γ_{9}$	0.0217	0.55

V-Lab

Nippon Sharyo Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:32.62% (-3.64%)

Date Range:

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News Impact Curve

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