Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1265	18.21
$α$	0.1359	34.13
$β$	0.8572	263.20
$γ$	0.3386	5.44

V-Lab

Nireco Corp AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.16% (-0.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nireco Corp Analyses