Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$m$	26
$α$	0.0761	10.99
$β$	0.6311	31.55
$γ$	0.1341	11.73
$λ_{1}$	0.0876	1.96
$λ_{2}$	0.1349	1.91
$λ_{3}$	0.8375	9.94

V-Lab

Central Japan Railway Co MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:30.33% (-3.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Central Japan Railway Co Analyses