Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.1280	8.00
$α$	0.1378	8.94
$β$	0.7465	30.07
$γ_{1}$	-0.0013	-0.03
$γ_{2}$	0.0864	1.35
$γ_{3}$	-0.1499	-3.08
$γ_{4}$	0.0215	0.49
$γ_{5}$	0.1361	3.32
$γ_{6}$	-0.1799	-4.05
$γ_{7}$	0.1324	2.82
$γ_{8}$	-0.0457	-0.99
$γ_{9}$	0.0046	0.12
$γ_{10}$	-0.0116	-0.38

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 13th, 2026:31.61% (+0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taisei Corp Analyses