Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	6.0274	5.18
$α$	0.0949	30.62
$β$	0.9735	185.39
$ν$	3.6188	14.67

V-Lab

Japan Foundation Engineering GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.62% (+0.33%)

Date Range:

Parameter Estimates

Other Japan Foundation Engineering Analyses