Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	66
$α$	0.1640	17.65
$β$	0.6343	43.26
$γ$	0.0327	2.10
$λ_{1}$	2.2003	0.49
$λ_{2}$	0.7162	0.46
$λ_{3}$	0.0000	0.00

V-Lab

New Japan Chemical Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:55.09% (+15.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Japan Chemical Co Ltd Analyses