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
$m$	91
$α$	0.1120	2.87
$β$	0.0416	0.77
$γ$	0.1343	4.35
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.0298	0.01
$λ_{3}$	0.3320	0.00

V-Lab

Japan Data Science MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:66.92% (-105.94%)

Date Range:

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News Impact Curve

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