Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.1177	4.46
$α$	0.2519	2.57
$β$	0.1648	1.47
$γ_{1}$	1.7004	0.86
$γ_{2}$	-1.7925	-0.59
$γ_{3}$	2.5385	1.10
$γ_{4}$	-7.1538	-2.93
$γ_{5}$	8.6588	3.79
$γ_{6}$	-7.3887	-3.27
$γ_{7}$	5.6549	3.36

V-Lab

Project Holdings Inc /Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:17.33% (-1.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Project Holdings Inc /Japan Analyses