Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	121
$α$	0.0557	13.47
$β$	0.8157	125.24
$γ$	0.0919	13.54
$λ_{1}$	0.0478	3.09
$λ_{2}$	0.0680	5.43
$λ_{3}$	0.8981	40.32

V-Lab

GLP J-Reit MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.85% (+0.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GLP J-Reit Analyses