Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9817	3.43
$α$	0.1284	7.48
$β$	0.8136	37.26
$γ_{1}$	0.1708	1.81
$γ_{2}$	-0.2612	-1.97
$γ_{3}$	0.0335	0.44
$γ_{4}$	0.1904	3.09
$γ_{5}$	-0.2334	-3.90
$γ_{6}$	0.1489	1.94
$γ_{7}$	-0.1116	-1.33
$γ_{8}$	0.1603	2.34
$γ_{9}$	-0.1820	-2.52
$γ_{10}$	0.1170	1.91

V-Lab

East Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:29.82% (+3.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other East Japan Railway Co Analyses