Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	36
$α$	0.3020	11.51
$β$	0.7085	27.81
$γ$	-0.0802	-2.33
$λ_{1}$	10.0000	1.24
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.8642	5.80

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Earth Infinity Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:47.84% (+2.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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