Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2401	4.89
$α$	0.0718	5.98
$β$	0.8489	32.58
$γ_{1}$	0.0240	0.48
$γ_{2}$	0.0436	0.65
$γ_{3}$	-0.1196	-3.39
$γ_{4}$	0.0060	0.18
$γ_{5}$	0.1329	3.82
$γ_{6}$	-0.1378	-3.15
$γ_{7}$	0.0279	0.40
$γ_{8}$	0.1015	1.20
$γ_{9}$	-0.1518	-1.95
$γ_{10}$	0.1783	1.79

V-Lab

Nikon Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.89% (+3.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikon Corp Analyses