Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0685	5.17
$α$	0.1115	10.10
$β$	0.8447	57.16
$γ_{1}$	-0.0279	-0.57
$γ_{2}$	0.1028	1.41
$γ_{3}$	-0.2074	-3.94
$γ_{4}$	0.2531	4.83
$γ_{5}$	-0.1600	-2.68
$γ_{6}$	-0.0105	-0.19
$γ_{7}$	0.1313	2.74
$γ_{8}$	-0.0970	-1.88
$γ_{9}$	-0.0035	-0.09

V-Lab

Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.49% (+6.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Motor Co Ltd Analyses