Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$m$	26
$α$	0.0803	17.22
$β$	0.6306	44.48
$γ$	0.1637	14.76
$λ_{1}$	0.0079	1.86
$λ_{2}$	0.0219	2.59
$λ_{3}$	0.9760	103.72

V-Lab

Japan Tobacco Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.16% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Tobacco Inc Analyses