Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0498	6.89
$α$	0.1087	9.15
$β$	0.8525	63.23
$γ_{1}$	-0.0154	-0.54
$γ_{2}$	0.0758	1.81
$γ_{3}$	-0.1575	-5.43
$γ_{4}$	0.1933	6.86
$γ_{5}$	-0.1736	-5.69
$γ_{6}$	0.1191	3.27
$γ_{7}$	-0.0556	-1.44
$γ_{8}$	0.0528	1.04

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Nomura Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:40.27% (-2.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Holdings Inc Analyses