Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9114	3.32
$α$	0.1227	7.23
$β$	0.8168	30.27
$γ_{1}$	0.1496	1.06
$γ_{2}$	-0.0158	-0.08
$γ_{3}$	-0.4482	-4.39
$γ_{4}$	0.5281	5.69
$γ_{5}$	-0.2954	-3.32
$γ_{6}$	0.0660	0.78
$γ_{7}$	0.1173	1.43
$γ_{8}$	-0.2084	-2.90
$γ_{9}$	0.1523	2.89

V-Lab

Japan Real Estate Investment Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:13.54% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Real Estate Investment Analyses