Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0528	7.12
$α$	0.1470	9.46
$β$	0.7531	36.34
$γ_{1}$	-0.0312	-0.90
$γ_{2}$	0.1142	2.32
$γ_{3}$	-0.1942	-6.69
$γ_{4}$	0.1953	6.81
$γ_{5}$	-0.1391	-4.47
$γ_{6}$	0.0815	2.58
$γ_{7}$	-0.0405	-1.12
$γ_{8}$	0.0432	0.85
$γ_{9}$	-0.0566	-0.67

V-Lab

Obayashi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:35.36% (-2.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses