Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	9.9179	3.11
$α$	0.1308	72.21
$β$	0.9885	276.35
$ν$	2.8848	49.50

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Cube System Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:31.32% (+3.99%)

Date Range:

Parameter Estimates

Other Cube System Inc Analyses