Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7624	6.31
$α$	0.2767	6.90
$β$	0.4746	8.41
$γ_{1}$	-0.1809	-2.05
$γ_{2}$	0.3570	2.57
$γ_{3}$	-0.2777	-3.00
$γ_{4}$	0.1104	1.55
$γ_{5}$	-0.0024	-0.03
$γ_{6}$	-0.0203	-0.24
$γ_{7}$	-0.0018	-0.02
$γ_{8}$	-0.0075	-0.07
$γ_{9}$	0.1250	1.31
$γ_{10}$	-0.1550	-2.29

V-Lab

Nepon Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:37.49% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nepon Inc Analyses