Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9313	4.90
$α$	0.2478	6.09
$β$	0.6020	12.47
$γ_{1}$	0.1038	1.41
$γ_{2}$	-0.2668	-2.40
$γ_{3}$	0.3130	3.69
$γ_{4}$	-0.2447	-3.17
$γ_{5}$	0.0971	1.23
$γ_{6}$	0.1328	1.66
$γ_{7}$	-0.2866	-3.94
$γ_{8}$	0.1691	1.98
$γ_{9}$	0.0131	0.19

V-Lab

Jmacs Japan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:115.68% (+46.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jmacs Japan Co Ltd Analyses