Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	71
$α$	0.0935	17.66
$β$	0.7055	80.57
$γ$	0.0988	12.56
$λ_{1}$	0.0643	2.96
$λ_{2}$	0.0413	3.74
$λ_{3}$	0.9457	64.37

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:28.59% (-1.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shimizu Corp Analyses