Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2846	9.51
$α$	0.0976	7.36
$β$	0.8700	99.73
$γ$	0.0415	2.06

V-Lab

Stemrim GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:46.38% (-1.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Stemrim Analyses