Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0939	7.05
$α$	0.1206	8.96
$β$	0.7617	30.16
$γ_{1}$	-0.0220	-0.53
$γ_{2}$	0.1219	1.93
$γ_{3}$	-0.2037	-4.53
$γ_{4}$	0.1339	3.14
$γ_{5}$	0.0016	0.04
$γ_{6}$	-0.0940	-1.95
$γ_{7}$	0.1002	2.13
$γ_{8}$	-0.0460	-1.21
$γ_{9}$	0.0244	0.69
$γ_{10}$	-0.0255	-0.92

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:26.69% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kajima Corp Analyses