Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0376	5.01
$α$	0.1114	10.11
$β$	0.8449	57.30
$γ_{1}$	-0.0325	-0.66
$γ_{2}$	0.1084	1.48
$γ_{3}$	-0.2092	-3.98
$γ_{4}$	0.2551	4.89
$γ_{5}$	-0.1624	-2.73
$γ_{6}$	-0.0085	-0.15
$γ_{7}$	0.1311	2.74
$γ_{8}$	-0.0986	-1.91
$γ_{9}$	-0.0019	-0.05

V-Lab

Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:44.74% (-1.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Motor Co Ltd Analyses