Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2355	2.61
$α$	0.1364	7.19
$β$	0.7748	26.03
$γ_{1}$	-0.4632	-3.58
$γ_{2}$	0.5961	3.15
$γ_{3}$	-0.2284	-2.15
$γ_{4}$	0.2283	3.14
$γ_{5}$	-0.2373	-3.26
$γ_{6}$	0.1361	1.27

V-Lab

Japan Hotel Reit Invt Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.38% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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