Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	116
$α$	0.0860	10.59
$β$	0.7288	62.51
$γ$	0.1373	7.85
$λ_{1}$	7.6467	0.29
$λ_{2}$	0.4824	0.29
$λ_{3}$	0.0000	0.00

V-Lab

TWOSTONE&Sons MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:45.75% (-2.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TWOSTONE&Sons Analyses