Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2888	6.89
$α$	0.0922	8.35
$β$	0.8565	57.15
$γ_{1}$	-0.0013	-0.04
$γ_{2}$	0.0968	2.14
$γ_{3}$	-0.2057	-6.41
$γ_{4}$	0.1895	5.55
$γ_{5}$	-0.1287	-3.41
$γ_{6}$	0.0619	1.59
$γ_{7}$	-0.0006	-0.01
$γ_{8}$	-0.0304	-0.59
$γ_{9}$	0.0066	0.08

V-Lab

AGC Inc/Japan Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:19.59% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGC Inc/Japan Analyses