Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0719	8.33
$α$	0.0955	9.47
$β$	0.8362	52.47
$γ_{1}$	0.0348	1.65
$γ_{2}$	-0.0001	-0.00
$γ_{3}$	-0.1193	-5.33
$γ_{4}$	0.1717	6.81
$γ_{5}$	-0.1492	-4.79
$γ_{6}$	0.0917	2.70
$γ_{7}$	-0.0421	-1.39
$γ_{8}$	0.0689	1.89

V-Lab

Hitachi Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:51.87% (-2.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hitachi Ltd Analyses