Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.1022	18.47
$β$	0.7954	61.88
$γ$	0.0350	2.72
$λ_{1}$	5.5171	0.09
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

Lacto Japan Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.71% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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