Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	96
$α$	0.1734	16.45
$β$	0.5299	29.29
$γ$	0.0693	4.28
$λ_{1}$	0.8018	0.79
$λ_{2}$	0.2379	1.17
$λ_{3}$	0.6634	2.13

V-Lab

NCD Co Ltd/Shinagawa MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.75% (-4.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCD Co Ltd/Shinagawa Analyses