Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.2599	3.84
$α$	0.1721	7.42
$β$	0.7821	32.69
$γ_{1}$	0.0162	0.23
$γ_{2}$	-0.0792	-0.73
$γ_{3}$	0.1151	1.31
$γ_{4}$	-0.0069	-0.06
$γ_{5}$	-0.1899	-1.00
$γ_{6}$	0.3951	2.19
$γ_{7}$	-0.4892	-4.22
$γ_{8}$	0.4801	4.61

V-Lab

Japan Craft Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.76% (+2.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Craft Holdings Co Ltd Analyses