Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0887	7.61
$α$	0.1387	9.10
$β$	0.7469	30.34
$γ_{1}$	-0.0053	-0.13
$γ_{2}$	0.0931	1.43
$γ_{3}$	-0.1582	-3.25
$γ_{4}$	0.0332	0.76
$γ_{5}$	0.1262	3.05
$γ_{6}$	-0.1757	-3.87
$γ_{7}$	0.1359	2.79
$γ_{8}$	-0.0557	-1.14
$γ_{9}$	0.0193	0.49
$γ_{10}$	-0.0249	-0.85

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 18th, 2026:41.96% (-3.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taisei Corp Analyses