Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.2175	5.80
$α$	0.0902	9.60
$β$	0.8801	75.21
$γ_{1}$	-0.0472	-1.15
$γ_{2}$	0.2023	3.45
$γ_{3}$	-0.3279	-8.24
$γ_{4}$	0.2919	5.65
$γ_{5}$	-0.1981	-3.16
$γ_{6}$	0.1176	2.03
$γ_{7}$	-0.0298	-0.57
$γ_{8}$	-0.0506	-0.96
$γ_{9}$	0.0698	1.83

V-Lab

Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:17.30% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiwa House Industry Co Ltd Analyses