Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0907	4.14
$α$	0.1608	6.38
$β$	0.6885	15.93
$γ_{1}$	0.0929	0.57
$γ_{2}$	-0.1295	-0.57
$γ_{3}$	-0.1247	-0.78
$γ_{4}$	0.4545	2.61
$γ_{5}$	-0.6207	-3.19
$γ_{6}$	0.6197	2.16
$γ_{7}$	-0.4817	-1.26
$γ_{8}$	0.2431	0.67
$γ_{9}$	-0.1107	-0.40
$γ_{10}$	0.3084	1.05

V-Lab

Japan Communications Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:48.66% (-4.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Communications Inc Analyses