Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0753	4.30
$α$	0.1431	9.79
$β$	0.7501	31.49
$γ_{1}$	0.0201	0.43
$γ_{2}$	-0.0046	-0.08
$γ_{3}$	-0.0714	-2.38
$γ_{4}$	0.1226	4.04
$γ_{5}$	-0.1259	-3.70
$γ_{6}$	0.0886	2.70
$γ_{7}$	-0.0190	-0.63
$γ_{8}$	-0.0388	-1.18
$γ_{9}$	0.0448	1.78

V-Lab

Japan Airport Terminal Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.57% (-4.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Airport Terminal Co Analyses