Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0864	7.30
$α$	0.0880	7.37
$β$	0.8448	43.80
$γ_{1}$	-0.0441	-1.37
$γ_{2}$	0.1408	3.02
$γ_{3}$	-0.1954	-5.92
$γ_{4}$	0.1852	4.40
$γ_{5}$	-0.1592	-2.67
$γ_{6}$	0.1032	1.73
$γ_{7}$	-0.0362	-0.74
$γ_{8}$	0.0037	0.07
$γ_{9}$	0.0067	0.16

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Casio Computer Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:47.58% (-3.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Casio Computer Co Ltd Analyses