Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	106
$α$	0.0922	24.95
$β$	0.7120	91.46
$γ$	0.1055	15.76
$λ_{1}$	0.0870	2.99
$λ_{2}$	0.0752	3.20
$λ_{3}$	0.9083	30.73

V-Lab

Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:33.15% (+4.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taisei Corp Analyses