Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5928	7.61
$α$	0.1612	7.48
$β$	0.7090	21.67
$γ_{1}$	0.0628	1.87
$γ_{2}$	-0.0608	-1.19
$γ_{3}$	-0.0506	-1.36
$γ_{4}$	0.1011	2.25
$γ_{5}$	-0.0750	-1.19
$γ_{6}$	-0.0211	-0.30
$γ_{7}$	0.1726	2.95
$γ_{8}$	-0.2709	-6.29
$γ_{9}$	0.2036	7.41

V-Lab

Jms Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.77% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jms Co Ltd Analyses