Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9656	3.34
$α$	0.1289	7.52
$β$	0.8130	37.25
$γ_{1}$	0.1647	1.72
$γ_{2}$	-0.2534	-1.89
$γ_{3}$	0.0312	0.41
$γ_{4}$	0.1916	3.11
$γ_{5}$	-0.2349	-3.95
$γ_{6}$	0.1504	1.98
$γ_{7}$	-0.1126	-1.35
$γ_{8}$	0.1613	2.37
$γ_{9}$	-0.1837	-2.57
$γ_{10}$	0.1187	1.94

V-Lab

East Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:21.80% (-1.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other East Japan Railway Co Analyses