Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5413	17.49
$α$	0.1814	14.54
$β$	0.8062	121.64
$γ$	-0.0072	-0.34

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Mrt Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.39% (+5.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mrt Inc Analyses