Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9869	7.98
$α$	0.0998	7.94
$β$	0.8461	46.91
$γ_{1}$	0.0091	0.38
$γ_{2}$	0.0425	1.15
$γ_{3}$	-0.1435	-5.23
$γ_{4}$	0.1793	6.48
$γ_{5}$	-0.1082	-3.37
$γ_{6}$	-0.0078	-0.18
$γ_{7}$	0.0364	0.75
$γ_{8}$	0.0134	0.20

V-Lab

Sharp Corp/Japan Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:53.74% (-1.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sharp Corp/Japan Analyses