Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5702	4.02
$α$	0.2281	5.19
$β$	0.5779	10.06
$γ_{1}$	-0.4786	-3.06
$γ_{2}$	0.7590	3.33
$γ_{3}$	-0.5013	-3.61
$γ_{4}$	0.3378	2.93
$γ_{5}$	-0.1901	-1.88
$γ_{6}$	0.1597	1.76
$γ_{7}$	-0.1981	-2.15
$γ_{8}$	0.2479	2.50
$γ_{9}$	-0.1989	-2.39

V-Lab

Daiichi Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:17.55% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiichi Co Ltd Analyses