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
$m$	71
$α$	0.3865	13.80
$β$	0.4655	17.78
$γ$	-0.1400	-3.06
$λ_{1}$	5.9898	1.33
$λ_{2}$	0.2525	0.82
$λ_{3}$	0.3827	0.68

V-Lab

MERCURY Inc/Japan MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:41.60% (-2.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MERCURY Inc/Japan Analyses