Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0310	11.21
$α$	0.1331	48.02
$β$	0.8624	278.72
$γ$	0.1397	7.13

V-Lab

Japan Metropolitan Fund Inve AGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.16% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Metropolitan Fund Inve Analyses