Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4496	3.67
$α$	0.1267	7.72
$β$	0.7893	35.82
$γ_{1}$	0.0179	0.34
$γ_{2}$	0.0193	0.28
$γ_{3}$	-0.1175	-3.45
$γ_{4}$	0.1587	4.81
$γ_{5}$	-0.1303	-3.84
$γ_{6}$	0.0870	2.36
$γ_{7}$	-0.0199	-0.45
$γ_{8}$	-0.0657	-1.34
$γ_{9}$	0.0798	1.46

V-Lab

Japan Transcity Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:32.64% (+4.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Transcity Corp Analyses