Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3199	4.62
$α$	0.1172	6.84
$β$	0.8322	39.41
$γ_{1}$	-0.3694	-3.05
$γ_{2}$	0.3866	2.17
$γ_{3}$	0.1047	1.13
$γ_{4}$	-0.2819	-3.96
$γ_{5}$	0.3019	3.93
$γ_{6}$	-0.2724	-3.63
$γ_{7}$	0.2357	3.28
$γ_{8}$	-0.1554	-2.02
$γ_{9}$	0.0616	0.90

V-Lab

Central Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:34.60% (+5.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Central Japan Railway Co Analyses