Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.2667	15.49
$β$	0.4990	26.97
$γ$	-0.0210	-0.84
$λ_{1}$	0.0135	1.52
$λ_{2}$	0.0228	3.38
$λ_{3}$	0.9758	127.96

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Flying Garden Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:20.07% (-0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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