Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3188	4.66
$α$	0.1173	6.82
$β$	0.8309	38.89
$γ_{1}$	-0.3692	-3.07
$γ_{2}$	0.3863	2.19
$γ_{3}$	0.1047	1.14
$γ_{4}$	-0.2819	-4.00
$γ_{5}$	0.3022	3.97
$γ_{6}$	-0.2731	-3.67
$γ_{7}$	0.2374	3.33
$γ_{8}$	-0.1592	-2.08
$γ_{9}$	0.0658	0.96

V-Lab

Central Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:29.39% (+5.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Central Japan Railway Co Analyses