Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.5317	20.28
$α$	0.3001	11.86
$β$	0.3803	21.84
$γ$	0.8007	4.05

V-Lab

Change Holdings Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:52.17% (-4.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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