Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1439	7.54
$α$	0.1486	9.56
$β$	0.7526	36.26
$γ_{1}$	-0.0112	-0.32
$γ_{2}$	0.0845	1.72
$γ_{3}$	-0.1760	-6.02
$γ_{4}$	0.1783	6.18
$γ_{5}$	-0.1229	-3.92
$γ_{6}$	0.0668	2.14
$γ_{7}$	-0.0264	-0.81
$γ_{8}$	0.0283	0.81
$γ_{9}$	-0.0347	-1.20

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:46.95% (+3.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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