Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1217	15.63
$α$	0.1199	22.43
$β$	0.8802	283.04
$γ$	-0.0002	-0.03

V-Lab

Scala Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:19.37% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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