Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1894	22.30
$α$	0.2123	26.31
$β$	0.8882	168.57
$γ$	-0.0409	-4.55

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Nakanishi Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.49% (-1.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nakanishi Inc Analyses