Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3199	22.40
$α$	0.4272	33.51
$β$	0.8818	182.87
$γ$	-0.0834	-7.82

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Mcj Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:164.48% (+121.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mcj Co Ltd Analyses