Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2230	5.83
$α$	0.0900	9.57
$β$	0.8803	75.13
$γ_{1}$	-0.0452	-1.11
$γ_{2}$	0.1987	3.41
$γ_{3}$	-0.3253	-8.27
$γ_{4}$	0.2909	5.71
$γ_{5}$	-0.1988	-3.21
$γ_{6}$	0.1192	2.07
$γ_{7}$	-0.0313	-0.61
$γ_{8}$	-0.0503	-0.96
$γ_{9}$	0.0706	1.85

V-Lab

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

Volatility Prediction for Tuesday, January 13th, 2026:17.11% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiwa House Industry Co Ltd Analyses