Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0858	13.15
$α$	0.0738	18.12
$β$	0.8693	198.57
$γ$	0.0813	6.51

V-Lab

Japan Tobacco Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:20.24% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Tobacco Inc Analyses