Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	36
$α$	1.0000	27.83
$β$	0.0789	8.75
$γ$	-0.2939	-4.30
$λ_{1}$	10.0000	1.03
$λ_{2}$	0.0156	0.30
$λ_{3}$	0.8411	3.86

V-Lab

Global Communication MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.59% (+3.07%)

Date Range:

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