Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0974	7.27
$α$	0.1460	9.35
$β$	0.7546	36.08
$γ_{1}$	-0.0143	-0.41
$γ_{2}$	0.0862	1.73
$γ_{3}$	-0.1728	-5.87
$γ_{4}$	0.1748	6.03
$γ_{5}$	-0.1195	-3.82
$γ_{6}$	0.0644	2.07
$γ_{7}$	-0.0257	-0.78
$γ_{8}$	0.0270	0.76
$γ_{9}$	-0.0317	-1.08

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:23.97% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses