Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0863	13.23
$α$	0.0740	18.14
$β$	0.8690	198.31
$γ$	0.0814	6.52

V-Lab

Japan Tobacco Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:22.79% (-1.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Tobacco Inc Analyses