Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.2226	5.83
$α$	0.0900	9.55
$β$	0.8799	74.76
$γ_{1}$	-0.0440	-1.09
$γ_{2}$	0.1962	3.39
$γ_{3}$	-0.3233	-8.36
$γ_{4}$	0.2901	5.81
$γ_{5}$	-0.1991	-3.26
$γ_{6}$	0.1203	2.10
$γ_{7}$	-0.0328	-0.64
$γ_{8}$	-0.0492	-0.95
$γ_{9}$	0.0700	1.86

V-Lab

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

Volatility Prediction for Friday, February 20th, 2026:22.85% (-1.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiwa House Industry Co Ltd Analyses