Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0291	14.56
$α$	0.2121	34.71
$β$	0.9802	545.75
$γ$	-0.0270	-4.27

V-Lab

Japan Metropolitan Fund Inve EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.41% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Metropolitan Fund Inve Analyses