Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4282	7.24
$α$	0.1375	7.63
$β$	0.7754	29.78
$γ_{1}$	-0.0603	-1.70
$γ_{2}$	0.1527	2.95
$γ_{3}$	-0.1998	-5.84
$γ_{4}$	0.2089	6.48
$γ_{5}$	-0.1780	-5.56
$γ_{6}$	0.1408	4.50
$γ_{7}$	-0.1022	-2.99
$γ_{8}$	0.0680	1.64
$γ_{9}$	-0.1109	-2.08

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Odakyu Electric Railway Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:24.47% (+0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Odakyu Electric Railway Co Ltd Analyses