Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.1256	27.39
$β$	0.6379	59.83
$γ$	0.0757	10.48
$λ_{1}$	0.0385	3.31
$λ_{2}$	0.0293	5.19
$λ_{3}$	0.9628	128.99

V-Lab

Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 13th, 2026:29.27% (+1.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses