Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0285	18.17
$α$	0.3629	9.02
$β$	0.4262	25.11
$γ$	0.1571	2.17

V-Lab

SCAT Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:21.60% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SCAT Inc Analyses