Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	26
$α$	0.0755	11.07
$β$	0.6487	35.39
$γ$	0.1317	12.08
$λ_{1}$	0.0689	2.23
$λ_{2}$	0.1072	2.25
$λ_{3}$	0.8715	15.33

V-Lab

Central Japan Railway Co MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:39.99% (+10.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Central Japan Railway Co Analyses