Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0585	6.79
$α$	0.1239	9.13
$β$	0.7585	30.11
$γ_{1}$	-0.0294	-0.68
$γ_{2}$	0.1305	2.03
$γ_{3}$	-0.2046	-4.47
$γ_{4}$	0.1324	3.06
$γ_{5}$	0.0041	0.10
$γ_{6}$	-0.0976	-2.00
$γ_{7}$	0.1046	2.21
$γ_{8}$	-0.0505	-1.32
$γ_{9}$	0.0282	0.78
$γ_{10}$	-0.0276	-0.97

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:31.30% (+5.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kajima Corp Analyses