Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.8862	13.47
$α$	0.1637	10.00
$β$	0.7187	53.08
$γ$	-0.0070	-0.24

V-Lab

Birdman Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:53.71% (-1.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Birdman Inc Analyses