Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1544	7.18
$α$	0.1171	6.99
$β$	0.7882	33.98
$γ_{1}$	0.0148	0.49
$γ_{2}$	0.0366	0.75
$γ_{3}$	-0.1220	-3.21
$γ_{4}$	0.1057	3.19
$γ_{5}$	-0.0457	-1.26
$γ_{6}$	0.0122	0.26
$γ_{7}$	0.0262	0.50
$γ_{8}$	-0.0978	-2.35
$γ_{9}$	0.2235	4.31

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Japan Steel Works Ltd/The Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:73.30% (-4.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Steel Works Ltd/The Analyses