Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	11.2877	3.11
$α$	0.1091	25.07
$β$	0.9699	99.63
$ν$	2.8275	20.57

V-Lab

Transaction Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:42.44% (+4.57%)

Date Range:

Parameter Estimates

Other Transaction Co Ltd Analyses