Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1234	7.13
$α$	0.1254	9.21
$β$	0.7575	30.22
$γ_{1}$	-0.0150	-0.36
$γ_{2}$	0.1109	1.75
$γ_{3}$	-0.1973	-4.36
$γ_{4}$	0.1307	3.03
$γ_{5}$	0.0019	0.04
$γ_{6}$	-0.0932	-1.90
$γ_{7}$	0.1007	2.10
$γ_{8}$	-0.0488	-1.28
$γ_{9}$	0.0294	0.84
$γ_{10}$	-0.0304	-1.10

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:40.69% (-3.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kajima Corp Analyses