Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4234	7.25
$α$	0.1383	7.60
$β$	0.7732	29.32
$γ_{1}$	-0.0620	-1.75
$γ_{2}$	0.1557	3.01
$γ_{3}$	-0.2021	-5.91
$γ_{4}$	0.2106	6.52
$γ_{5}$	-0.1796	-5.60
$γ_{6}$	0.1431	4.58
$γ_{7}$	-0.1064	-3.12
$γ_{8}$	0.0753	1.84
$γ_{9}$	-0.1265	-2.47

V-Lab

Odakyu Electric Railway Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:19.24% (+4.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Odakyu Electric Railway Co Ltd Analyses