Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6901	21.68
$α$	0.1559	24.70
$β$	0.7959	154.51
$γ$	0.0376	2.67

V-Lab

Ef-On Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:58.51% (+7.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ef-On Inc Analyses