Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1255	7.14
$α$	0.1239	9.20
$β$	0.7613	30.89
$γ_{1}$	-0.0141	-0.34
$γ_{2}$	0.1089	1.73
$γ_{3}$	-0.1952	-4.32
$γ_{4}$	0.1294	3.00
$γ_{5}$	0.0018	0.04
$γ_{6}$	-0.0925	-1.88
$γ_{7}$	0.1003	2.08
$γ_{8}$	-0.0489	-1.28
$γ_{9}$	0.0300	0.86
$γ_{10}$	-0.0316	-1.14

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:42.01% (-1.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kajima Corp Analyses