Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	26
$α$	0.0764	22.05
$β$	0.7138	73.73
$γ$	0.1179	18.10
$λ_{1}$	0.0243	3.02
$λ_{2}$	0.0202	4.79
$λ_{3}$	0.9750	176.64

V-Lab

Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:32.25% (+2.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kajima Corp Analyses