Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9942	3.57
$α$	0.1294	7.28
$β$	0.8063	34.96
$γ_{1}$	0.1878	2.06
$γ_{2}$	-0.2881	-2.26
$γ_{3}$	0.0464	0.65
$γ_{4}$	0.1914	3.26
$γ_{5}$	-0.2471	-4.34
$γ_{6}$	0.1723	2.35
$γ_{7}$	-0.1437	-1.78
$γ_{8}$	0.2142	3.11
$γ_{9}$	-0.2923	-3.47
$γ_{10}$	0.3746	2.99

V-Lab

East Japan Railway Co Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:26.00% (-1.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other East Japan Railway Co Analyses