Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.1260	27.48
$β$	0.6365	59.53
$γ$	0.0757	10.48
$λ_{1}$	0.0387	3.30
$λ_{2}$	0.0296	5.18
$λ_{3}$	0.9624	127.69

V-Lab

Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:24.20% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses