Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	126
$α$	0.0683	19.24
$β$	0.8415	143.43
$γ$	0.0392	8.21
$λ_{1}$	0.0172	4.01
$λ_{2}$	0.0270	6.48
$λ_{3}$	0.9688	194.16

V-Lab

Noritz Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:20.07% (+0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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