Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4964	11.05
$α$	0.5586	22.19
$β$	0.3359	11.06
$γ$	-0.3538	-11.87

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Novac Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:17.33% (-1.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Novac Co Ltd Analyses