Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3063	5.14
$α$	0.1182	6.77
$β$	0.8146	26.90
$γ_{1}$	-0.1439	-0.87
$γ_{2}$	0.3171	1.26
$γ_{3}$	-0.4682	-2.97
$γ_{4}$	0.3604	3.06
$γ_{5}$	0.0237	0.22
$γ_{6}$	-0.2412	-2.20
$γ_{7}$	0.3211	3.03
$γ_{8}$	-0.2251	-2.09
$γ_{9}$	0.0106	0.10
$γ_{10}$	0.0869	1.19

V-Lab

Japan Prime Realty Invt Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.00% (+1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Prime Realty Invt Corp Analyses