Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6876	6.16
$α$	0.0744	7.34
$β$	0.8897	60.42
$γ_{1}$	-0.0006	-0.01
$γ_{2}$	0.1098	1.35
$γ_{3}$	-0.2449	-5.03
$γ_{4}$	0.2139	5.42
$γ_{5}$	-0.0972	-2.03
$γ_{6}$	0.0444	0.86
$γ_{7}$	-0.0627	-1.52
$γ_{8}$	0.0667	1.89
$γ_{9}$	-0.0417	-1.43

V-Lab

Rohm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:47.48% (-2.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rohm Co Ltd Analyses