Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.0000	14.19
$α$	0.1003	6.15
$β$	0.3279	9.34
$γ$	0.0736	1.58

V-Lab

Keeper Technical Laboratory GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:47.25% (+3.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Keeper Technical Laboratory Analyses