Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	76
$α$	0.0940	17.85
$β$	0.6914	65.43
$γ$	0.1008	12.48
$λ_{1}$	0.1435	1.96
$λ_{2}$	0.0914	2.15
$λ_{3}$	0.8799	15.64

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:28.93% (+1.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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