Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0867	6.96
$α$	0.1222	9.09
$β$	0.7623	30.67
$γ_{1}$	-0.0238	-0.56
$γ_{2}$	0.1233	1.93
$γ_{3}$	-0.2013	-4.43
$γ_{4}$	0.1284	2.98
$γ_{5}$	0.0089	0.21
$γ_{6}$	-0.1008	-2.07
$γ_{7}$	0.1054	2.22
$γ_{8}$	-0.0496	-1.30
$γ_{9}$	0.0266	0.75
$γ_{10}$	-0.0265	-0.94

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 13th, 2026:27.62% (-1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kajima Corp Analyses