Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.0000	9.69
$α$	0.1677	4.64
$β$	0.4072	9.34
$γ$	0.0448	0.60

V-Lab

Transaction Media Networks GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:53.53% (+3.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Transaction Media Networks Analyses