Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8909	6.88
$α$	0.2128	7.93
$β$	0.6647	17.41
$γ_{1}$	-0.0145	-0.38
$γ_{2}$	0.0779	1.42
$γ_{3}$	-0.1010	-2.39
$γ_{4}$	-0.0336	-0.69
$γ_{5}$	0.1759	3.17
$γ_{6}$	-0.1861	-2.96
$γ_{7}$	0.1431	1.57
$γ_{8}$	-0.1417	-1.11
$γ_{9}$	0.1328	1.15
$γ_{10}$	-0.0152	-0.17

V-Lab

Kumagai Gumi Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.77% (-1.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kumagai Gumi Co Ltd Analyses