Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	66
$α$	0.0865	13.61
$β$	0.5642	20.06
$γ$	0.0470	3.82
$λ_{1}$	1.4948	0.49
$λ_{2}$	0.5310	0.90
$λ_{3}$	0.3490	0.40

V-Lab

en Inc/Japan MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:100.17% (+61.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other en Inc/Japan Analyses