Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6676	4.93
$α$	0.1673	8.40
$β$	0.6438	16.55
$γ_{1}$	0.1141	1.34
$γ_{2}$	-0.1803	-1.47
$γ_{3}$	0.0142	0.18
$γ_{4}$	0.2179	3.24
$γ_{5}$	-0.3230	-5.58
$γ_{6}$	0.1976	3.56
$γ_{7}$	0.0946	1.25
$γ_{8}$	-0.2739	-3.58
$γ_{9}$	0.1204	1.45
$γ_{10}$	0.0414	0.34

V-Lab

Nippo Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:16.76% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippo Ltd Analyses