Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7894	5.20
$α$	0.2070	5.61
$β$	0.6589	14.73
$γ_{1}$	-0.0712	-0.74
$γ_{2}$	-0.0265	-0.19
$γ_{3}$	0.2381	2.54
$γ_{4}$	-0.2925	-2.88
$γ_{5}$	0.3646	3.06
$γ_{6}$	-0.4843	-3.61
$γ_{7}$	0.5660	5.15
$γ_{8}$	-0.5757	-5.14
$γ_{9}$	0.4513	3.02
$γ_{10}$	-0.3065	-1.23

V-Lab

Nissan Securities Group Co Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.96% (-2.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissan Securities Group Co Analyses