Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.1293	28.06
$β$	0.6348	59.67
$γ$	0.0723	10.00
$λ_{1}$	0.0392	3.34
$λ_{2}$	0.0296	5.23
$λ_{3}$	0.9624	128.79

V-Lab

Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:48.44% (+6.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses