Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.4459	3.65
$α$	0.1279	7.75
$β$	0.7867	35.32
$γ_{1}$	0.0228	0.43
$γ_{2}$	0.0081	0.12
$γ_{3}$	-0.1040	-3.03
$γ_{4}$	0.1442	4.36
$γ_{5}$	-0.1170	-3.47
$γ_{6}$	0.0771	2.13
$γ_{7}$	-0.0150	-0.36
$γ_{8}$	-0.0648	-1.52
$γ_{9}$	0.0710	2.43

V-Lab

Japan Transcity Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.24% (+4.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Transcity Corp Analyses