Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0528	7.10
$α$	0.1459	9.44
$β$	0.7552	36.62
$γ_{1}$	-0.0310	-0.89
$γ_{2}$	0.1139	2.31
$γ_{3}$	-0.1940	-6.66
$γ_{4}$	0.1951	6.78
$γ_{5}$	-0.1389	-4.45
$γ_{6}$	0.0813	2.57
$γ_{7}$	-0.0401	-1.10
$γ_{8}$	0.0424	0.84
$γ_{9}$	-0.0539	-0.64

V-Lab

Obayashi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 4th, 2026:40.80% (+3.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses