Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4395	4.63
$α$	0.1097	6.18
$β$	0.8290	35.15
$γ_{1}$	-0.1858	-2.55
$γ_{2}$	0.0858	0.81
$γ_{3}$	0.2623	4.21
$γ_{4}$	-0.3247	-6.26
$γ_{5}$	0.3102	5.93
$γ_{6}$	-0.2528	-4.60
$γ_{7}$	0.2264	3.33
$γ_{8}$	-0.2673	-2.85
$γ_{9}$	0.2145	2.82

V-Lab

West Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:35.47% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other West Japan Railway Co Analyses