Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1231	7.46
$α$	0.1465	9.39
$β$	0.7525	35.74
$γ_{1}$	-0.0089	-0.26
$γ_{2}$	0.0788	1.60
$γ_{3}$	-0.1699	-5.83
$γ_{4}$	0.1742	6.09
$γ_{5}$	-0.1208	-3.91
$γ_{6}$	0.0667	2.17
$γ_{7}$	-0.0283	-0.88
$γ_{8}$	0.0304	0.87
$γ_{9}$	-0.0351	-1.22

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:35.95% (-2.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses