Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8134	26.27
$α$	0.1355	24.22
$β$	0.6864	74.06
$γ$	0.4807	6.92

V-Lab

Nakanishi Inc AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:26.67% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nakanishi Inc Analyses