Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0664	7.42
$α$	0.1374	9.05
$β$	0.7510	31.09
$γ_{1}$	-0.0134	-0.31
$γ_{2}$	0.1048	1.60
$γ_{3}$	-0.1631	-3.32
$γ_{4}$	0.0343	0.77
$γ_{5}$	0.1273	3.06
$γ_{6}$	-0.1770	-3.91
$γ_{7}$	0.1353	2.81
$γ_{8}$	-0.0527	-1.10
$γ_{9}$	0.0146	0.38
$γ_{10}$	-0.0204	-0.68

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:54.57% (+17.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taisei Corp Analyses