Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4002	4.36
$α$	0.1703	7.08
$β$	0.7545	25.37
$γ_{1}$	-0.0638	-0.73
$γ_{2}$	-0.0249	-0.20
$γ_{3}$	0.2453	2.84
$γ_{4}$	-0.2930	-2.86
$γ_{5}$	0.2955	2.62
$γ_{6}$	-0.3185	-4.12
$γ_{7}$	0.2328	2.63
$γ_{8}$	-0.1151	-1.07
$γ_{9}$	0.1338	1.03
$γ_{10}$	-0.2336	-0.97

V-Lab

Nac Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:14.23% (+0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nac Co Ltd Analyses