Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0844	6.93
$α$	0.1089	9.28
$β$	0.8539	64.30
$γ_{1}$	-0.0049	-0.17
$γ_{2}$	0.0577	1.36
$γ_{3}$	-0.1436	-4.83
$γ_{4}$	0.1813	6.25
$γ_{5}$	-0.1618	-5.22
$γ_{6}$	0.1037	2.87
$γ_{7}$	-0.0298	-0.83
$γ_{8}$	-0.0072	-0.27

V-Lab

Nomura Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:40.27% (-2.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Holdings Inc Analyses