Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0623	8.02
$α$	0.0945	9.51
$β$	0.8429	56.18
$γ_{1}$	0.0333	1.53
$γ_{2}$	0.0003	0.01
$γ_{3}$	-0.1155	-4.97
$γ_{4}$	0.1649	6.26
$γ_{5}$	-0.1385	-4.24
$γ_{6}$	0.0735	2.11
$γ_{7}$	-0.0068	-0.23
$γ_{8}$	-0.0213	-1.12

V-Lab

Hitachi Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:46.11% (-2.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hitachi Ltd Analyses