Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.2731	9.30
$α$	0.0944	6.66
$β$	0.8079	27.82
$γ_{1}$	-0.0059	-0.20
$γ_{2}$	0.0671	1.28
$γ_{3}$	-0.1669	-3.48
$γ_{4}$	0.1875	3.71
$γ_{5}$	-0.1365	-2.84
$γ_{6}$	0.1180	2.89
$γ_{7}$	-0.1117	-3.02
$γ_{8}$	0.0756	2.12
$γ_{9}$	-0.0370	-1.47

V-Lab

Nissan Shatai Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:29.72% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Shatai Co Ltd Analyses