Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	4.4778	14.24
$α$	0.2317	9.46
$β$	0.4493	19.23
$γ$	-0.5922	-2.03

V-Lab

Fixer Inc AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:49.83% (-5.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fixer Inc Analyses