Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	10.0489	6.58
$α$	0.0854	113.16
$β$	0.9974	2,725.04
$ν$	3.9097	63.82

V-Lab

Japan Oil Transportation Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:41.40% (+6.06%)

Date Range:

Parameter Estimates

Other Japan Oil Transportation Co Analyses