Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2735	9.15
$α$	0.1336	7.69
$β$	0.7638	30.09
$γ_{1}$	0.0520	4.83
$γ_{2}$	-0.0871	-5.20
$γ_{3}$	0.0514	4.52
$γ_{4}$	-0.0274	-2.77
$γ_{5}$	0.0245	2.26
$γ_{6}$	-0.0186	-2.04

V-Lab

Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2026:45.46% (-5.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shimizu Corp Analyses