Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	26
$α$	0.3348	21.81
$β$	0.3366	12.56
$γ$	-0.1690	-7.46
$λ_{1}$	3.0528	0.81
$λ_{2}$	0.6196	0.79
$λ_{3}$	0.0248	0.02

V-Lab

Jmacs Japan Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:85.41% (+10.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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