Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	61
$α$	0.1488	18.60
$β$	0.6220	47.03
$γ$	0.1129	8.22
$λ_{1}$	0.1230	1.81
$λ_{2}$	0.0433	2.62
$λ_{3}$	0.9457	43.17

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SAXA Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:31.20% (-2.08%)

Date Range:

Parameter Estimates

News Impact Curve

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