Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0705	6.99
$α$	0.1245	9.12
$β$	0.7555	29.52
$γ_{1}$	-0.0373	-0.90
$γ_{2}$	0.1470	2.36
$γ_{3}$	-0.2208	-4.95
$γ_{4}$	0.1449	3.41
$γ_{5}$	-0.0022	-0.05
$γ_{6}$	-0.0966	-2.01
$γ_{7}$	0.1055	2.24
$γ_{8}$	-0.0477	-1.23
$γ_{9}$	0.0131	0.31
$γ_{10}$	0.0230	0.31

V-Lab

Kajima Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:39.00% (-3.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kajima Corp Analyses