Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0202	4.02
$α$	0.0823	3.20
$β$	0.8226	17.62
$γ_{1}$	0.2692	1.29
$γ_{2}$	-0.6457	-2.71
$γ_{3}$	0.6048	2.96
$γ_{4}$	0.0037	0.02
$γ_{5}$	-0.7297	-4.70
$γ_{6}$	0.7923	5.21
$γ_{7}$	-0.3359	-2.97

V-Lab

Japan Airlines Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:20.11% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Airlines Co Ltd Analyses