Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	31
$α$	0.1013	20.03
$β$	0.6579	68.71
$γ$	0.1341	15.86
$λ_{1}$	0.0229	3.88
$λ_{2}$	0.0376	6.55
$λ_{3}$	0.9586	149.55

V-Lab

Nissan Motor Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:31.95% (-2.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Motor Co Ltd Analyses