Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0693	6.98
$α$	0.1242	9.14
$β$	0.7569	29.82
$γ_{1}$	-0.0372	-0.90
$γ_{2}$	0.1465	2.36
$γ_{3}$	-0.2206	-4.95
$γ_{4}$	0.1459	3.43
$γ_{5}$	-0.0044	-0.10
$γ_{6}$	-0.0940	-1.95
$γ_{7}$	0.1036	2.18
$γ_{8}$	-0.0463	-1.19
$γ_{9}$	0.0112	0.26
$γ_{10}$	0.0299	0.41

V-Lab

Kajima Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:40.85% (-3.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kajima Corp Analyses