Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2437	4.07
$α$	0.1661	5.14
$β$	0.6611	14.49
$γ_{1}$	0.4072	6.59
$γ_{2}$	-0.6891	-6.99
$γ_{3}$	0.4026	5.60
$γ_{4}$	-0.1012	-1.83
$γ_{5}$	-0.0932	-1.81
$γ_{6}$	0.1108	2.21
$γ_{7}$	-0.0968	-1.99
$γ_{8}$	0.1643	3.20
$γ_{9}$	-0.2014	-2.92
$γ_{10}$	0.2557	2.13

V-Lab

Japan Tobacco Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:24.01% (+0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Tobacco Inc Analyses