Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.1464	12.68
$β$	0.1408	8.52
$γ$	0.2331	7.67
$λ_{1}$	6.8433	0.85
$λ_{2}$	0.5260	1.02
$λ_{3}$	0.0000	0.00

V-Lab

Renet Japan Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:57.92% (+6.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Renet Japan Group Analyses