Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$m$	66
$α$	0.0481	12.36
$β$	0.7628	92.08
$γ$	0.0982	12.88
$λ_{1}$	2.7050	0.83
$λ_{2}$	0.6907	0.85
$λ_{3}$	0.0000	0.00

V-Lab

Japan Steel Works Ltd/The MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:57.79% (-4.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Steel Works Ltd/The Analyses