Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0473	7.07
$α$	0.1466	9.45
$β$	0.7542	36.49
$γ_{1}$	-0.0326	-0.93
$γ_{2}$	0.1163	2.35
$γ_{3}$	-0.1953	-6.69
$γ_{4}$	0.1955	6.78
$γ_{5}$	-0.1386	-4.43
$γ_{6}$	0.0806	2.54
$γ_{7}$	-0.0397	-1.09
$γ_{8}$	0.0423	0.84
$γ_{9}$	-0.0543	-0.65

V-Lab

Obayashi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:45.33% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses