Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1783	3.96
$α$	0.1640	5.35
$β$	0.6682	14.78
$γ_{1}$	0.3772	5.97
$γ_{2}$	-0.6433	-6.39
$γ_{3}$	0.3775	5.14
$γ_{4}$	-0.0900	-1.61
$γ_{5}$	-0.0893	-1.72
$γ_{6}$	0.0933	1.85
$γ_{7}$	-0.0671	-1.36
$γ_{8}$	0.1174	2.26
$γ_{9}$	-0.1153	-1.74
$γ_{10}$	0.0513	0.86

V-Lab

Japan Tobacco Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:19.65% (+0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Tobacco Inc Analyses