Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	26
$α$	0.0190	6.64
$β$	0.7730	108.12
$γ$	0.1874	31.61
$λ_{1}$	0.0340	4.29
$λ_{2}$	0.0780	3.87
$λ_{3}$	0.9010	36.73

V-Lab

Nikkei 300 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.98% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 300 Index Analyses