Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2470	4.08
$α$	0.1662	5.14
$β$	0.6611	14.49
$γ_{1}$	0.4094	6.61
$γ_{2}$	-0.6919	-6.99
$γ_{3}$	0.4025	5.57
$γ_{4}$	-0.0993	-1.79
$γ_{5}$	-0.0951	-1.84
$γ_{6}$	0.1122	2.24
$γ_{7}$	-0.0984	-2.03
$γ_{8}$	0.1662	3.23
$γ_{9}$	-0.2023	-2.90
$γ_{10}$	0.2526	2.03

V-Lab

Japan Tobacco Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:24.58% (-1.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Tobacco Inc Analyses