Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8491	4.36
$α$	0.1497	8.01
$β$	0.7235	23.78
$γ_{1}$	0.1412	1.19
$γ_{2}$	-0.1556	-0.96
$γ_{3}$	-0.0259	-0.21
$γ_{4}$	0.0598	0.43
$γ_{5}$	0.0022	0.02
$γ_{6}$	-0.1149	-1.14
$γ_{7}$	0.2738	3.59
$γ_{8}$	-0.4026	-5.42
$γ_{9}$	0.4363	6.11
$γ_{10}$	-0.3030	-6.07

V-Lab

Takamatsu Construction Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:69.11% (+36.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Takamatsu Construction Group Analyses