Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9626	3.31
$α$	0.1289	7.48
$β$	0.8133	37.18
$γ_{1}$	0.1653	1.72
$γ_{2}$	-0.2547	-1.89
$γ_{3}$	0.0313	0.42
$γ_{4}$	0.1926	3.13
$γ_{5}$	-0.2352	-3.94
$γ_{6}$	0.1506	1.96
$γ_{7}$	-0.1126	-1.34
$γ_{8}$	0.1604	2.34
$γ_{9}$	-0.1825	-2.54
$γ_{10}$	0.1178	1.93

V-Lab

East Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.01% (-1.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other East Japan Railway Co Analyses