Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0743	7.27
$α$	0.0890	7.39
$β$	0.8427	43.34
$γ_{1}$	-0.0459	-1.43
$γ_{2}$	0.1429	3.09
$γ_{3}$	-0.1960	-6.01
$γ_{4}$	0.1858	4.48
$γ_{5}$	-0.1598	-2.72
$γ_{6}$	0.1037	1.75
$γ_{7}$	-0.0364	-0.75
$γ_{8}$	0.0034	0.07
$γ_{9}$	0.0073	0.18

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Casio Computer Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:42.66% (-1.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Casio Computer Co Ltd Analyses