Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3101	5.94
$α$	0.1266	8.70
$β$	0.7772	34.49
$γ_{1}$	-0.0246	-0.58
$γ_{2}$	0.0514	0.84
$γ_{3}$	-0.0856	-2.26
$γ_{4}$	0.1488	4.59
$γ_{5}$	-0.1849	-5.84
$γ_{6}$	0.2103	5.31
$γ_{7}$	-0.1981	-4.24
$γ_{8}$	0.1012	2.33
$γ_{9}$	-0.0173	-0.52

V-Lab

Nishi Nippon Railroad Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.04% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nishi Nippon Railroad Co Ltd Analyses