Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2203	8.97
$α$	0.0939	6.54
$β$	0.8080	27.51
$γ_{1}$	-0.0184	-0.60
$γ_{2}$	0.0868	1.64
$γ_{3}$	-0.1806	-3.75
$γ_{4}$	0.2006	3.96
$γ_{5}$	-0.1490	-3.08
$γ_{6}$	0.1283	3.13
$γ_{7}$	-0.1202	-3.13
$γ_{8}$	0.0852	2.04
$γ_{9}$	-0.0559	-1.09

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Nissan Shatai Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:28.16% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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