Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0105	3.84
$β$	0.7917	134.47
$γ$	0.1861	32.89
$λ_{1}$	0.0284	4.97
$λ_{2}$	0.0565	5.45
$λ_{3}$	0.9294	74.19

V-Lab

Nikkei 225 MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:21.64% (+0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 225 Analyses