Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	101
$α$	0.3059	11.97
$β$	0.4698	18.37
$γ$	-0.1178	-3.61
$λ_{1}$	0.0631	0.53
$λ_{2}$	0.0122	0.64
$λ_{3}$	0.9661	16.78

V-Lab

Semba Corporation MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.88% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Semba Corporation Analyses