Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0544	18.51
$α$	0.1949	42.10
$β$	0.9688	624.21
$γ$	-0.0489	-11.36

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NGK Insulators Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:31.34% (+0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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