Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	25.0042	13.43
$α$	0.0758	138.31
$β$	0.9984	8,460.66
$ν$	2.2960	1,245.81

V-Lab

Yonkyu Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:32.99% (+0.56%)

Date Range:

Parameter Estimates

Other Yonkyu Co Ltd Analyses