Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.1933	6.97
$α$	0.1329	6.29
$β$	0.7551	20.13
$γ_{1}$	0.1168	3.67
$γ_{2}$	-0.2302	-4.77
$γ_{3}$	0.2057	5.86
$γ_{4}$	-0.1172	-3.09
$γ_{5}$	-0.0397	-0.98
$γ_{6}$	0.1244	3.49
$γ_{7}$	-0.0667	-2.16
$γ_{8}$	0.0083	0.39

V-Lab

Nissan Tokyo Sales Hldgs Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.12% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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