Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.1466	20.60
$β$	0.5819	38.71
$γ$	0.1072	6.63
$λ_{1}$	0.0622	2.23
$λ_{2}$	0.0402	4.02
$λ_{3}$	0.9532	77.90

V-Lab

Matsumoto Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:157.05% (-27.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Matsumoto Inc Analyses