Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0575	17.32
$β$	0.7283	64.10
$γ$	0.1133	19.52
$λ_{1}$	0.0214	3.11
$λ_{2}$	0.0360	4.20
$λ_{3}$	0.9591	96.12

V-Lab

Denso Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:33.80% (+7.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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