Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1228	12.30
$α$	0.1078	14.22
$β$	0.8672	135.89
$γ$	0.0171	1.38

V-Lab

Computer Institute Of Japan GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:30.69% (-1.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computer Institute Of Japan Analyses