Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.8302	4.94
$α$	0.1499	7.76
$β$	0.6779	18.47
$γ_{1}$	0.2992	5.77
$γ_{2}$	-0.4351	-5.63
$γ_{3}$	0.1681	3.51
$γ_{4}$	-0.0280	-0.58
$γ_{5}$	0.0197	0.35
$γ_{6}$	-0.0611	-1.28
$γ_{7}$	0.0947	2.58
$γ_{8}$	-0.1460	-3.69
$γ_{9}$	0.1410	3.56

V-Lab

Nomura Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:20.81% (-1.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Co Ltd Analyses