Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2114	8.02
$α$	0.1335	9.03
$β$	0.7667	33.69
$γ_{1}$	0.0409	1.54
$γ_{2}$	-0.0046	-0.12
$γ_{3}$	-0.1204	-4.31
$γ_{4}$	0.1571	5.68
$γ_{5}$	-0.1313	-4.44
$γ_{6}$	0.0988	3.22
$γ_{7}$	-0.0485	-1.46
$γ_{8}$	0.0057	0.20

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:35.77% (+6.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taisei Corp Analyses