Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.3341	6.17
$α$	0.1264	9.39
$β$	0.7887	34.47
$γ_{1}$	-0.0893	-1.84
$γ_{2}$	0.1648	2.15
$γ_{3}$	-0.1196	-1.94
$γ_{4}$	0.1059	1.98
$γ_{5}$	-0.1405	-3.75
$γ_{6}$	0.1307	4.01
$γ_{7}$	-0.0713	-1.96
$γ_{8}$	0.0328	0.79
$γ_{9}$	-0.0214	-0.61

V-Lab

J Front Retailing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:34.17% (-1.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other J Front Retailing Co Ltd Analyses