Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8480	4.72
$α$	0.0862	6.49
$β$	0.8561	38.99
$γ_{1}$	-0.0186	-0.35
$γ_{2}$	0.0671	0.82
$γ_{3}$	-0.1507	-2.23
$γ_{4}$	0.2060	3.47
$γ_{5}$	-0.1795	-4.22
$γ_{6}$	0.1058	3.02
$γ_{7}$	-0.0315	-0.88
$γ_{8}$	0.0064	0.14
$γ_{9}$	-0.0086	-0.21

V-Lab

Nippon Seiki Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:37.71% (-1.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Seiki Co Ltd Analyses