Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	46
$α$	0.1438	22.18
$β$	0.5876	48.54
$γ$	0.0832	6.96
$λ_{1}$	0.3193	2.02
$λ_{2}$	0.8783	2.79
$λ_{3}$	0.0000	0.00

V-Lab

Fuji Co Ltd (Chain Store) MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:13.02% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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