Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	86
$α$	0.6539	29.88
$β$	0.0000	0.00
$γ$	-0.1518	-3.27
$λ_{1}$	0.1701	0.84
$λ_{2}$	0.0144	1.68
$λ_{3}$	0.9736	60.67

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Ridge-I Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:40.90% (-7.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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