Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$m$	21
$α$	0.2102	28.44
$β$	0.6289	44.99
$γ$	-0.0008	-0.07
$λ_{1}$	0.0021	1.06
$λ_{2}$	0.0143	3.57
$λ_{3}$	0.9857	222.22

V-Lab

Imagineer Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:11.16% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Imagineer Co Ltd Analyses