Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3375	7.02
$α$	0.0757	7.26
$β$	0.8571	44.21
$γ_{1}$	0.0056	0.14
$γ_{2}$	0.0668	1.10
$γ_{3}$	-0.1566	-3.99
$γ_{4}$	0.1354	3.88
$γ_{5}$	-0.0814	-2.54
$γ_{6}$	0.0333	1.01
$γ_{7}$	0.0150	0.41
$γ_{8}$	-0.0340	-0.93
$γ_{9}$	0.0239	0.95

V-Lab

Nok Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:27.80% (-0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nok Corp Analyses