Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0525	16.75
$β$	0.7026	69.06
$γ$	0.1939	21.94
$λ_{1}$	0.0198	4.96
$λ_{2}$	0.0348	6.50
$λ_{3}$	0.9582	150.74

V-Lab

East Japan Railway Co MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:22.28% (-0.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other East Japan Railway Co Analyses