Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2743	11.64
$α$	0.4154	16.81
$β$	0.6311	50.34
$γ$	0.2887	4.83

V-Lab

OB System Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.29% (-4.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OB System Inc Analyses