Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.2123	25.14
$β$	0.5198	24.93
$γ$	-0.0111	-0.84
$λ_{1}$	0.0867	1.36
$λ_{2}$	0.0212	1.11
$λ_{3}$	0.9623	30.41

V-Lab

Japan Foundation Engineering MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:26.75% (+3.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Foundation Engineering Analyses