Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0732	23.14
$α$	0.0687	24.11
$β$	0.8740	313.25
$γ$	0.0835	10.67

V-Lab

Shimizu Bank GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:36.97% (-2.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shimizu Bank Analyses