Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0544	18.54
$α$	0.1950	42.13
$β$	0.9688	624.62
$γ$	-0.0487	-11.30

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NGK Insulators Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:34.76% (+0.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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