Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	101
$α$	0.0762	12.39
$β$	0.6531	56.59
$γ$	0.1245	13.07
$λ_{1}$	1.1191	0.59
$λ_{2}$	0.6854	0.64
$λ_{3}$	0.0000	0.00

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Sompo Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:26.71% (-1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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