Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	18.1435	3.77
$α$	0.1901	6.92
$β$	0.7894	17.24
$ν$	2.6087	8.65

V-Lab

Cube Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:55.19% (-8.27%)

Date Range:

Parameter Estimates

Other Cube Co Ltd Analyses