Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1898	6.37
$α$	0.0874	7.98
$β$	0.8465	44.84
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0710	1.43
$γ_{3}$	-0.1720	-5.09
$γ_{4}$	0.1694	5.03
$γ_{5}$	-0.0912	-2.81
$γ_{6}$	0.0201	0.66
$γ_{7}$	0.0091	0.30
$γ_{8}$	0.0101	0.33
$γ_{9}$	-0.0308	-1.18

V-Lab

Omron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:50.60% (-2.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Omron Corp Analyses