Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1167	7.39
$α$	0.1442	9.30
$β$	0.7569	36.24
$γ_{1}$	-0.0114	-0.32
$γ_{2}$	0.0835	1.67
$γ_{3}$	-0.1731	-5.83
$γ_{4}$	0.1743	5.96
$γ_{5}$	-0.1178	-3.73
$γ_{6}$	0.0627	2.00
$γ_{7}$	-0.0260	-0.78
$γ_{8}$	0.0300	0.82
$γ_{9}$	-0.0350	-1.15

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:25.21% (+0.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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