Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	101
$α$	0.1688	23.16
$β$	0.6580	72.40
$γ$	-0.0037	-0.29
$λ_{1}$	0.0307	2.57
$λ_{2}$	0.0936	5.68
$λ_{3}$	0.9017	51.14

V-Lab

Nikko Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.47% (+1.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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