Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1177	7.40
$α$	0.1458	9.34
$β$	0.7546	36.01
$γ_{1}$	-0.0113	-0.32
$γ_{2}$	0.0828	1.67
$γ_{3}$	-0.1723	-5.84
$γ_{4}$	0.1743	6.00
$γ_{5}$	-0.1188	-3.79
$γ_{6}$	0.0637	2.04
$γ_{7}$	-0.0256	-0.78
$γ_{8}$	0.0280	0.78
$γ_{9}$	-0.0331	-1.11

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 13th, 2026:29.38% (+2.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses