Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.1200	18.53
$β$	0.4272	23.02
$γ$	0.1389	11.03
$λ_{1}$	0.0165	0.74
$λ_{2}$	0.0149	1.36
$λ_{3}$	0.9815	66.38

V-Lab

Tsumura & Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.83% (-3.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsumura & Co Analyses