Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1382	12.69
$α$	0.0826	28.59
$β$	0.8985	237.88
$γ$	0.4479	7.23

V-Lab

Zacros Corp AGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:57.65% (-2.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zacros Corp Analyses