Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0846	4.85
$α$	0.0913	4.08
$β$	0.7425	13.08
$γ_{1}$	-0.0142	-0.13
$γ_{2}$	0.0300	0.18
$γ_{3}$	-0.0844	-0.79
$γ_{4}$	0.1593	2.22
$γ_{5}$	-0.1237	-3.06

V-Lab

Japan Material Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:59.86% (-6.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Material Co Ltd Analyses