Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7234	7.29
$α$	0.1295	9.01
$β$	0.7609	28.14
$γ_{1}$	0.0037	0.13
$γ_{2}$	0.0654	1.37
$γ_{3}$	-0.1626	-4.48
$γ_{4}$	0.1677	5.26
$γ_{5}$	-0.1221	-4.01
$γ_{6}$	0.0774	2.24
$γ_{7}$	-0.0265	-0.58
$γ_{8}$	-0.0036	-0.07
$γ_{9}$	-0.0146	-0.18

V-Lab

Shimano Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:39.74% (-3.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shimano Inc Analyses