Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	36
$α$	0.0734	23.95
$β$	0.7715	112.92
$γ$	0.0986	18.78
$λ_{1}$	0.0459	3.86
$λ_{2}$	0.0448	4.95
$λ_{3}$	0.9474	86.65

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Nomura Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:36.40% (-2.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Holdings Inc Analyses