Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.1351	9.34
$α$	0.1391	5.79
$β$	0.6875	22.03
$γ$	-0.0193	-0.62

V-Lab

Japan Data Science GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:126.01% (+68.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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