Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.1578	6.42
$β$	0.0934	2.94
$γ$	0.1051	3.59
$λ_{1}$	2.6581	0.65
$λ_{2}$	0.5582	1.88
$λ_{3}$	0.1965	0.27

V-Lab

Stemrim MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:45.56% (+1.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Stemrim Analyses