Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2768	9.18
$α$	0.1343	7.56
$β$	0.7617	29.48
$γ_{1}$	0.0528	4.86
$γ_{2}$	-0.0881	-5.23
$γ_{3}$	0.0516	4.53
$γ_{4}$	-0.0271	-2.72
$γ_{5}$	0.0234	2.13
$γ_{6}$	-0.0170	-1.84

V-Lab

Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 8th, 2026:27.90% (+0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shimizu Corp Analyses