Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0153	8.07
$α$	0.0944	8.58
$β$	0.8398	45.93
$γ_{1}$	-0.0079	-0.32
$γ_{2}$	0.0874	2.38
$γ_{3}$	-0.1690	-6.71
$γ_{4}$	0.1423	5.38
$γ_{5}$	-0.0925	-3.43
$γ_{6}$	0.0834	2.74
$γ_{7}$	-0.0669	-1.79
$γ_{8}$	0.0498	0.93

V-Lab

Fujikura Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:61.34% (-2.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fujikura Ltd Analyses