Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0350	8.66
$α$	0.0718	5.38
$β$	0.9106	57.40
$γ_{1}$	0.0002	0.36

V-Lab

JFE Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:30.11% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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