Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.2313	5.85
$α$	0.0902	9.59
$β$	0.8799	74.91
$γ_{1}$	-0.0418	-1.03
$γ_{2}$	0.1921	3.32
$γ_{3}$	-0.3197	-8.32
$γ_{4}$	0.2877	5.83
$γ_{5}$	-0.1990	-3.29
$γ_{6}$	0.1221	2.14
$γ_{7}$	-0.0355	-0.71
$γ_{8}$	-0.0471	-0.92
$γ_{9}$	0.0694	1.85

V-Lab

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

Volatility Prediction for Friday, March 13th, 2026:20.06% (+1.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiwa House Industry Co Ltd Analyses