Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.1899	7.95
$α$	0.1345	9.06
$β$	0.7637	33.21
$γ_{1}$	0.0373	1.43
$γ_{2}$	-0.0006	-0.02
$γ_{3}$	-0.1200	-4.36
$γ_{4}$	0.1553	5.69
$γ_{5}$	-0.1294	-4.45
$γ_{6}$	0.0975	3.25
$γ_{7}$	-0.0482	-1.50
$γ_{8}$	0.0058	0.21

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:28.31% (-1.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taisei Corp Analyses