Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1093	15.12
$α$	0.0372	15.42
$β$	0.9186	253.82
$γ$	0.0463	6.65

V-Lab

Tsumura & Co GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:25.95% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsumura & Co Analyses