Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6083	9.05
$α$	0.3268	18.57
$β$	0.7538	29.47
$γ$	0.0481	2.04

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Mtg Co., Ltd. EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:54.55% (+6.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mtg Co., Ltd. Analyses