Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6735	6.17
$α$	0.0742	7.36
$β$	0.8891	59.29
$γ_{1}$	-0.0052	-0.10
$γ_{2}$	0.1203	1.50
$γ_{3}$	-0.2579	-5.39
$γ_{4}$	0.2280	5.89
$γ_{5}$	-0.1093	-2.33
$γ_{6}$	0.0494	0.98
$γ_{7}$	-0.0529	-1.28
$γ_{8}$	0.0290	0.72
$γ_{9}$	0.0636	1.00

V-Lab

Rohm Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:50.49% (+0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rohm Co Ltd Analyses