Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0599	6.04
$α$	0.0988	9.15
$β$	0.8379	50.52
$γ_{1}$	-0.0041	-0.10
$γ_{2}$	0.1212	1.98
$γ_{3}$	-0.2236	-4.52
$γ_{4}$	0.1828	3.71
$γ_{5}$	-0.1235	-2.77
$γ_{6}$	0.0853	2.23
$γ_{7}$	-0.1008	-2.72
$γ_{8}$	0.1386	3.46
$γ_{9}$	-0.1555	-3.07
$γ_{10}$	0.1967	2.68

V-Lab

Nikkon Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.37% (-2.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkon Holdings Co Ltd Analyses