Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2758	9.17
$α$	0.1341	7.56
$β$	0.7621	29.58
$γ_{1}$	0.0524	4.85
$γ_{2}$	-0.0876	-5.22
$γ_{3}$	0.0514	4.52
$γ_{4}$	-0.0269	-2.72
$γ_{5}$	0.0233	2.13
$γ_{6}$	-0.0170	-1.85

V-Lab

Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 29th, 2026:29.12% (-1.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shimizu Corp Analyses