Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1546	7.18
$α$	0.1172	7.00
$β$	0.7883	33.98
$γ_{1}$	0.0146	0.48
$γ_{2}$	0.0370	0.76
$γ_{3}$	-0.1223	-3.21
$γ_{4}$	0.1056	3.17
$γ_{5}$	-0.0452	-1.24
$γ_{6}$	0.0117	0.25
$γ_{7}$	0.0267	0.51
$γ_{8}$	-0.0975	-2.37
$γ_{9}$	0.2180	4.10

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Japan Steel Works Ltd/The Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:61.14% (-2.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Steel Works Ltd/The Analyses