Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5946	4.92
$α$	0.1165	7.45
$β$	0.8155	37.09
$γ_{1}$	0.2085	3.21
$γ_{2}$	-0.3983	-4.03
$γ_{3}$	0.3042	3.47
$γ_{4}$	-0.1253	-1.30
$γ_{5}$	-0.0164	-0.16
$γ_{6}$	0.0664	0.77
$γ_{7}$	-0.0922	-1.02
$γ_{8}$	0.1501	1.50
$γ_{9}$	-0.2153	-2.69
$γ_{10}$	0.1738	3.25

V-Lab

Nagawa Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:18.95% (-0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagawa Co Ltd Analyses