Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4677	5.46
$α$	0.2263	9.38
$β$	0.8002	21.75
$γ$	-0.0450	-2.90

V-Lab

Stmn inc EGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:48.21% (-2.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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