Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6085	16.45
$α$	0.1884	22.08
$β$	0.7155	81.64
$γ$	0.2884	2.90

V-Lab

Lacto Japan Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.00% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

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