Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4357	7.07
$α$	0.1121	7.56
$β$	0.7964	30.97
$γ_{1}$	0.0588	1.34
$γ_{2}$	0.0169	0.24
$γ_{3}$	-0.1568	-2.87
$γ_{4}$	0.0663	1.47
$γ_{5}$	0.0925	2.44
$γ_{6}$	-0.1257	-3.25
$γ_{7}$	0.0310	0.66
$γ_{8}$	0.0739	1.37
$γ_{9}$	-0.1244	-2.22
$γ_{10}$	0.1014	2.53

V-Lab

Citizen Watch Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:27.20% (-1.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Citizen Watch Co Ltd Analyses