Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	71
$α$	0.0941	19.54
$β$	0.6022	36.31
$γ$	0.0659	8.35
$λ_{1}$	1.5199	1.18
$λ_{2}$	0.7907	2.41
$λ_{3}$	0.0000	0.00

V-Lab

LY Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:50.36% (+16.83%)

Date Range:

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News Impact Curve

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