Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.0799	21.46
$α$	0.1802	19.12
$β$	0.7952	118.29
$γ$	-0.1140	-7.45

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Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:104.82% (-3.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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