Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9679	6.93
$α$	0.1387	4.75
$β$	0.6829	9.56
$γ_{1}$	0.0842	1.45
$γ_{2}$	-0.1916	-2.05
$γ_{3}$	0.1736	2.63
$γ_{4}$	-0.0678	-1.37
$γ_{5}$	0.0181	0.34
$γ_{6}$	-0.0633	-0.85
$γ_{7}$	0.1660	1.46

V-Lab

Modec Inc (Japan) Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:72.87% (-2.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Modec Inc (Japan) Analyses