Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0732	6.78
$α$	0.1243	9.30
$β$	0.7646	31.76
$γ_{1}$	-0.0252	-0.58
$γ_{2}$	0.1237	1.91
$γ_{3}$	-0.2006	-4.37
$γ_{4}$	0.1309	2.99
$γ_{5}$	0.0035	0.08
$γ_{6}$	-0.0946	-1.89
$γ_{7}$	0.1007	2.05
$γ_{8}$	-0.0476	-1.22
$γ_{9}$	0.0283	0.79
$γ_{10}$	-0.0302	-1.07

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:41.63% (-3.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kajima Corp Analyses