Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0701	6.15
$α$	0.1062	7.65
$β$	0.8048	27.87
$γ_{1}$	-0.0424	-1.50
$γ_{2}$	0.0952	2.22
$γ_{3}$	-0.1063	-3.55
$γ_{4}$	0.0952	4.03
$γ_{5}$	-0.0735	-3.08
$γ_{6}$	0.0631	2.44
$γ_{7}$	-0.0706	-2.33
$γ_{8}$	0.0623	2.29

V-Lab

Canon Marketing Japan Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.69% (+2.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canon Marketing Japan Inc Analyses