Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2165	19.72
$β$	0.3799	24.00
$γ$	0.1029	5.59
$λ_{1}$	0.0490	1.89
$λ_{2}$	0.0380	2.90
$λ_{3}$	0.9514	64.21

V-Lab

Computer Institute Of Japan MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:31.05% (-3.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computer Institute Of Japan Analyses