Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3010	5.02
$α$	0.1184	6.52
$β$	0.8172	33.33
$γ_{1}$	-0.3718	-3.40
$γ_{2}$	0.3872	2.42
$γ_{3}$	0.1100	1.31
$γ_{4}$	-0.2951	-4.56
$γ_{5}$	0.3270	4.68
$γ_{6}$	-0.3126	-4.60
$γ_{7}$	0.3185	4.90
$γ_{8}$	-0.3447	-4.81
$γ_{9}$	0.4877	3.78

V-Lab

Central Japan Railway Co Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:40.64% (+4.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Central Japan Railway Co Analyses