Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0954	18.30
$β$	0.6374	40.01
$γ$	0.0923	11.73
$λ_{1}$	0.0832	1.78
$λ_{2}$	0.0331	2.72
$λ_{3}$	0.9505	45.80

V-Lab

Japan Petroleum Ex MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:67.60% (+3.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Petroleum Ex Analyses