Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0838	22.00
$α$	0.0534	20.60
$β$	0.8558	212.05
$γ$	0.1302	14.69

V-Lab

East Japan Railway Co GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:25.61% (-1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other East Japan Railway Co Analyses