Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0347	5.33
$α$	0.1663	7.53
$β$	0.7157	20.44
$γ_{1}$	0.0863	1.16
$γ_{2}$	-0.1379	-1.27
$γ_{3}$	0.0403	0.49
$γ_{4}$	0.0260	0.26
$γ_{5}$	-0.0324	-0.27
$γ_{6}$	-0.0437	-0.33
$γ_{7}$	0.2230	2.44
$γ_{8}$	-0.3230	-4.54
$γ_{9}$	0.2790	2.74
$γ_{10}$	-0.1580	-1.55

V-Lab

Ncs&A Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:31.63% (+0.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ncs&A Co Ltd Analyses