Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1924	17.40
$α$	0.0753	18.47
$β$	0.8901	244.46
$γ$	0.0146	1.97

V-Lab

Parker Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.59% (-0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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