Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	4.1417	16.40
$α$	0.2762	18.12
$β$	0.3525	15.75
$γ$	-0.9222	-5.57

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Mtg Co., Ltd. AGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:83.99% (-44.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mtg Co., Ltd. Analyses