Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	66
$α$	0.0869	14.16
$β$	0.7334	84.15
$γ$	0.0870	8.39
$λ_{1}$	0.0485	2.39
$λ_{2}$	0.0198	2.87
$λ_{3}$	0.9700	93.16

V-Lab

Nomura Research Institute MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:48.25% (-5.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Research Institute Analyses