Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7979	5.18
$α$	0.2095	5.56
$β$	0.6593	15.09
$γ_{1}$	-0.0771	-0.79
$γ_{2}$	-0.0118	-0.08
$γ_{3}$	0.2179	2.30
$γ_{4}$	-0.2689	-2.63
$γ_{5}$	0.3405	2.86
$γ_{6}$	-0.4596	-3.40
$γ_{7}$	0.5368	4.84
$γ_{8}$	-0.5327	-4.89
$γ_{9}$	0.3705	3.11
$γ_{10}$	-0.1149	-1.48

V-Lab

Nissan Securities Group Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.24% (-2.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Securities Group Co Analyses