Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.2583	2.16
$α$	0.4676	8.46
$β$	0.5056	11.54
$γ_{1}$	-0.3363	-1.93
$γ_{2}$	0.5660	1.98
$γ_{3}$	-0.2506	-0.95
$γ_{4}$	-0.1093	-0.50
$γ_{5}$	0.4356	2.85
$γ_{6}$	-0.6305	-4.12
$γ_{7}$	0.5786	3.43
$γ_{8}$	-0.4168	-1.71

V-Lab

J Group Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:11.47% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other J Group Holdings Corp Analyses