Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1369	15.96
$α$	0.1107	34.97
$β$	0.8592	228.08
$γ$	0.5076	15.51

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NGK Insulators Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.13% (-2.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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