Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	51
$α$	0.1424	11.10
$β$	0.5464	23.95
$γ$	0.0623	2.96
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0115	1.30
$λ_{3}$	0.9883	100.20

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Freakout Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.62% (-2.33%)

Date Range:

Parameter Estimates

News Impact Curve

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