Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.2618	5.56
$α$	0.0619	5.91
$β$	0.8797	39.51
$γ_{1}$	0.0453	1.57
$γ_{2}$	-0.0132	-0.33
$γ_{3}$	-0.1130	-4.75
$γ_{4}$	0.1573	7.37
$γ_{5}$	-0.1308	-5.74
$γ_{6}$	0.0800	2.57
$γ_{7}$	-0.0166	-0.45
$γ_{8}$	-0.0194	-0.68

V-Lab

Nikon Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:39.67% (-1.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikon Corp Analyses