Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.4081	16.46
$α$	0.0980	27.99
$β$	0.8496	199.71
$γ$	0.8171	11.52

V-Lab

Japan Steel Works Ltd/The AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:58.60% (-3.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Steel Works Ltd/The Analyses