Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	76
$α$	0.1887	18.57
$β$	0.7313	56.29
$γ$	0.0710	3.79
$λ_{1}$	6.7154	1.47
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

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Nitta Gelatin Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:34.99% (+2.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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