Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	46
$α$	0.0450	12.24
$β$	0.7690	117.79
$γ$	0.1162	23.06
$λ_{1}$	0.8234	0.62
$λ_{2}$	0.8570	0.57
$λ_{3}$	0.0000	0.00

V-Lab

ORIX Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:42.45% (+1.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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