Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.2272	5.84
$α$	0.0899	9.56
$β$	0.8803	75.07
$γ_{1}$	-0.0435	-1.07
$γ_{2}$	0.1954	3.36
$γ_{3}$	-0.3225	-8.29
$γ_{4}$	0.2892	5.77
$γ_{5}$	-0.1988	-3.24
$γ_{6}$	0.1204	2.10
$γ_{7}$	-0.0327	-0.64
$γ_{8}$	-0.0501	-0.97
$γ_{9}$	0.0715	1.89

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:17.70% (+0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiwa House Industry Co Ltd Analyses