Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0239	7.11
$α$	0.0900	7.43
$β$	0.8416	43.52
$γ_{1}$	-0.0652	-2.06
$γ_{2}$	0.1750	3.83
$γ_{3}$	-0.2196	-6.80
$γ_{4}$	0.2055	5.01
$γ_{5}$	-0.1743	-3.00
$γ_{6}$	0.1100	1.88
$γ_{7}$	-0.0298	-0.61
$γ_{8}$	-0.0234	-0.41
$γ_{9}$	0.0772	0.65

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Casio Computer Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:36.40% (-1.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Casio Computer Co Ltd Analyses