Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3171	4.68
$α$	0.1190	6.81
$β$	0.8277	37.93
$γ_{1}$	-0.3702	-3.09
$γ_{2}$	0.3861	2.20
$γ_{3}$	0.1079	1.18
$γ_{4}$	-0.2866	-4.09
$γ_{5}$	0.3084	4.09
$γ_{6}$	-0.2814	-3.84
$γ_{7}$	0.2527	3.63
$γ_{8}$	-0.1901	-2.61
$γ_{9}$	0.0992	1.55

V-Lab

Central Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:35.27% (-2.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Central Japan Railway Co Analyses