Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0579	14.11
$β$	0.6439	40.07
$γ$	0.1458	18.13
$λ_{1}$	0.0178	1.36
$λ_{2}$	0.0176	1.93
$λ_{3}$	0.9791	88.31

V-Lab

NEC Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:94.38% (+17.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NEC Corp Analyses