Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6577	7.91
$α$	0.1614	7.44
$β$	0.7080	21.59
$γ_{1}$	0.0725	2.18
$γ_{2}$	-0.0723	-1.43
$γ_{3}$	-0.0503	-1.36
$γ_{4}$	0.1045	2.32
$γ_{5}$	-0.0765	-1.21
$γ_{6}$	-0.0260	-0.37
$γ_{7}$	0.1874	3.13
$γ_{8}$	-0.3027	-6.39
$γ_{9}$	0.2817	5.59

V-Lab

Jms Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.56% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jms Co Ltd Analyses