Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	4.7472	3.91
$α$	0.0500	24.37
$β$	0.9839	217.15
$ν$	3.9313	7.49

V-Lab

Nomura Research Institute GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:42.82% (-1.11%)

Date Range:

Parameter Estimates

Other Nomura Research Institute Analyses