Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0660	16.16
$α$	0.0818	44.32
$β$	0.9043	484.88
$γ$	0.4407	11.34

V-Lab

Nippon Yusen KK AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:24.34% (+2.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Yusen KK Analyses