Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	66
$α$	0.1646	18.88
$β$	0.6767	46.81
$γ$	0.0075	0.61
$λ_{1}$	0.3891	3.09
$λ_{2}$	0.2862	5.93
$λ_{3}$	0.6769	12.17

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Jig-Saw Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:42.01% (-4.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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