Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.0000	10.65
$α$	0.0832	3.50
$β$	0.5128	14.94
$γ$	0.0379	0.77

V-Lab

Cover Corporation GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:53.81% (-1.49%)

Date Range:

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News Impact Curve

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