Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1773	5.70
$α$	0.0903	9.60
$β$	0.8800	75.18
$γ_{1}$	-0.0602	-1.48
$γ_{2}$	0.2233	3.85
$γ_{3}$	-0.3451	-8.88
$γ_{4}$	0.3131	6.24
$γ_{5}$	-0.2217	-3.63
$γ_{6}$	0.1373	2.39
$γ_{7}$	-0.0430	-0.80
$γ_{8}$	-0.0432	-0.70
$γ_{9}$	0.0649	0.84

V-Lab

Daiwa House Industry Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:22.70% (-1.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiwa House Industry Co Ltd Analyses