Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4059	4.70
$α$	0.1228	5.66
$β$	0.7856	25.37
$γ_{1}$	0.0086	0.13
$γ_{2}$	0.0728	0.80
$γ_{3}$	-0.1612	-3.37
$γ_{4}$	0.1133	3.80

V-Lab

GLP J-Reit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:13.06% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GLP J-Reit Analyses