Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0369	16.64
$α$	0.2100	24.57
$β$	0.9703	589.50
$γ$	-0.0427	-8.00

V-Lab

Central Japan Railway Co EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:26.20% (-1.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Central Japan Railway Co Analyses